Is it okay to leave a sleeping baby at home while you run out for a quick errand nearby?

I would never leave the house when baby alone. I even don't close the door from bathroom because I'm afraid for some reason, door would lock and I couldn't go to my baby. The same for the front door, I would go out to get parcel but not close them or go out with phone and keys. I just think is maybe silly but small and big bad things happen when you think that this time should be fine? Better not try your luck.