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I live online, no one I know lives anywhere close enough to casually visit me, let alone just pop over unannounced. If someone rings my doorbell they either want to sell me something or are dropping a package off. Either way, why go to the door?
My door is just really far from my bed, and opening it to then see someone I don't want to see is just too much effort. And everybody I want to see knows to text ahead.
Your neighbor telling you that you left your car's window open. Or you have a leakage/broken pipe/your roof is on fire/something is wrong that is advised to be taken care sooner rather than later. There can be legit reasons why people are trying to warn you in your home who don't know your online handles.
They have my phone number.