Apparently a closed door doesn't have to same significance in Germany as it does in the US. In the US if your door is closed it means 'don't come in' or 'knock before you enter'. With much confidence I can say that is not true here. In Germany, or my household anyway, you close a door when you leave a room no matter what. And knocking is done as you open the door. I've been caught multiple times in strange situations where I'm changing or the like and my door opens, giving me no warning whatsoever. Luckily every time so far I've been able to quickly pull a shirt on or hide under a blanket.
I live in the basement of the house, I have my own room and a little bathroom across the laundry room, very little. Nobody ever really comes down here, and to me closing the door to the bathroom means it's occupied, don't come in. Well not to everyone, and I don't lock the doors because the one time I did, I locked myself out of my room and it took me ten minutes to get back in. Besides, why should I need to lock a door if it's already closed? Well I learned very quickly today that I do indeed need to lock the door to the bathroom when it's occupied.
My host sister opened the door on me , that was quite embarrassing, for both of us. But it's okay, because then about fifteen minutes later I accidentally walked in on her changing and she was unable to shield herself. We called it even and agreed never to speak of it again.
So the lesson in all of this? No matter how difficult the lock is to get back open, if you're in Germany and you're in the bathroom, LOCK THE DOOR.