You can change the lock 1. to protect the property from vandalis

2. The tenant abandoned the place (utility turned off) and left the door open.
3. They may try to come back to get some of their stuff. You need to tell them to make an appointment to pick up their stuff, and preferably have a policeman present. If they try to break in without notify you, then this is a crime. Notice: asked them to sign a statement for surrender the property and turn over the key( even when you already changed the lock). This will save you from possible trouble later.