I went to CA CA. It's a jewelry store which is used in a mission. Now it makes sense to me why interiors are locked.
The answer is most likely because there is no interior. Once I glanced through the windows of CA CA and the windows at the Car Dealership I noticed that the textures inside the interior is low quality. It's most likely the same thing behind locked doors.
This either means that:
a) It is simply a low quality interior
b) It is a high quality exterior, meaning merely a ''portray'' or ''picture'' of an interior.
Interiors are loaded for each specific missions in which they are required. Then this interiors are loaded again and re-placed with this ''low quality'' interior or merely a picture of an interior. The reason for this I would assume is simply because it's to much for the console to handle. Or it is because Rockstar found it easier to do it this way. This may also explain why you can't buy safehouses.
If it is because of the console limitation I would not bother if there was a loading time similar to Vice City, or worse, like in San Andreas.