(It's easy to prove this from photos and videos of the real 5A window, but some people still won't believe it)
The default state of the window after you fully close it is: unlocked.
I have never used metal shutters, but I have used German wooden ones. I never assumed they provided any security as it was clear that they worked a bit like a roller blind. The strap inside raises and lowers the shutters. Gravity keeps them in place when lowered. Their purpose is to keep out daylight and to keep a room cool in hot weather. During German winters they help keep heat in. German ones have some security function as they are extremely heavy.
The McCanns had a broken shutter previously, so would have an idea how a broken shutter behaved. In particular, they stopped working, which is why OC had to send men out to mend them. The children's bedroom shutter worked fine when Gerald McCann lowered it, so was clearly not broken. They still told people the shutters were broken, although there was no evidence that they were.
The McCanns claimed they never checked the windows to see if they were locked. I would have thought that the default position would be locked as cleaners would understand how the system worked. Pity no-one asked the cleaners what the routine was regarding checking windows on change-over day.