Actually in my country the law "soft" encourage you to change the lock as soon as you get the rent contract.

The reason is simple: if someone breaks inside opening the door (maybe even just because they were good lock-pickers) the police has to investigate firstly on whoever has the key or could give a copy of them to others, so if the landlord can it is gonna be some rough months to him while they have to check if he sold/gave a copy of your key to anyone with bad intentions.

Some landlords even ask you to change it yourself asap (like my last one)