IMO, of course: Being alone in the Universe would be more terrifying than not, because it would mean there was something wrong with our knowledge of how the Universe works - either our theories of the origin of life, or evolution, or basic chemistry or something would be incomplete or mistaken. Not being alone isn’t terrifying, it’s expected.
The knock is more terrifying than the lock, because the lock implies the occupant know why it’s there - either he’s in a cage or a castle, but he knows. Whereas the knock…that’s the unknown (Brown’s story notwithstanding, only going by the general formulation such as first put out by Aldrich)
Isn’t that kind of the status quo too? I mean, between dark energy and dark matter, we only understand 5% of the universe to begin with. Even worse, our calculations for the cosmological constant are off by 120 orders of magnitude. The Higgs particle is making fun of us too - its observed value is right in between the predictions made by two camps of physicists. If the universe is good for nothing else, at least it keeps reminding us that there’s more to learn.
I disagree with your disagreement. Many, if not most doors have a lock on them. A locks an inanimate object. Now maybe the Last Man is a prisoner and the lock is to keep him in (which sucks because no one is left to let him out). Or maybe it’s just a regular door and it’s locked from when he locked it before going to bed.