A locked door may be picked and the lock may be broken after a few attempts, but what stops the players to just destroy it? Especially wooden doors, but even iron ones or wooden chests, they all have AC and HP according to the rules.

4-5 guys with a crowbar will eventually open any door/chest that's not magically locked. Or should the DM not allow multiple attempts to destroy an object?

I've always read about how DMs should not ask players to roll when there are no consequences to the roll. And there is no consequence unless the door can somehow remain blocked after a few failed attempts.

If there is no downside to breaking down a door compared to unlocking it, there is no point in choosing one over the other (except for ability to do either)

Unlocking a door is quiet, and does not necessarily alert the next room of monsters that the players have arrived. Breaking down a door is a messy and loud affair. If any subterfuge is needed for players (be it in a noble's house or a dungeon) then breaking down the door is obviously not the best idea.

If there are no consequences for actions the players take, then they can do whatever they want with no fear of reprisal.

A possible solution to players breaking down doors willy-nilly is by making such objects have a damage threshold that means below the damage value the door cannot be hurt at all. This is a possibly confusing mechanic to spring on your players, so mentioning it beforehand would likely be a good idea.

When it comes to doors and chests, it really helps to think of them in terms of real objects and interactions.

For example, My house has a front door. It's made of wood and I always lock it when I leave, so people can't get in. Next to my front door, there's a massive 2x2 meter window (AC 10, 1hp) and anyone who wants to get in my house can just chuck a brick through it and go inside.

What stops them from doing this? Certainly not the stats of the window. More likely, the fact that trashing the window alerts the entire neighbourhood, will get the police called and make it very clear to anyone observing that a crime is happening. The exact same thing would happen if they bust down the door with a crowbar. Of course, if they come up with a key, or was good with a lockpick , nobody would bat an eye and they could rob the place with impunity.

If you present your players with the obstacle of a locked door in a vacuum, nothing stops them from tearing it down and rolling probably isn't necessary. At that point, your door is just there for variety and because it makes sense, but it isn't an obstacle.

But probably someone put that door there, for a reason. What happens when others notice that the door is being dismantled, that's the real obstacle. A roll is required when you want to bust the door down and get through before the guards arrive, and a lockpick is preferred when you don't want every casual onlooker to see that you're busting into some place.

Lacking caring onlookers, locked objects are mostly just a short roadblock to a determined attacker. But that's the same in reality. Either you have the tools to dismantle the object, or you don't.

Breaking down doors is loud, doors have uses, and some doors are much harder to break down than others.

Breaking down doors is loud. Unlike picking a lock, smashing a lock is a loud and attention attracting activity. Monsters can pinpoint your player's location and prepare an ambush, flee with treasure, and generally do a lot of unpleasant things. If there's no monsters close by then, have at it. No consequences, no time pressure, let them succeed.

Doors have uses. They stop people entering places. If you leave a door intact you can use it to bar enemies, you can use it to lock someone in places, you can use it to be more stealthy. There are often good reasons to leave barriers intact. Picking a lock gives you control over that lock. Likewise, chests have uses, they keep items safe- if you smash them, those items are not gonna be happy.

Some doors are much harder to break down than others. Some doors have heavy bars on them, or are made of iron or steel or magical materials. Some are giant stone columns that only open if you say friend in elvish. For these doors the lock picking roll might be much lower than the breaking roll, so it will be much faster and actually feasible to pick the lock than smash it.