Why? There is no reason to not collect prisoners in this game, compared to DK. Prisoners are much more of a resource in this game and not collecting them (if you have a prison) is turning away free resources.
What situation are you seeing when you'd want a locked prison?
It would be nice to have an option that prevents the workers from dragging the body to the prison to do more important tasks instead. Watching your imps dragging corpses to Prison rather than claiming tiles or walls, getting gold, or even dragging dead corpses to your Crypt is very annoying. I also find it very annoying to hear the "Your prison is full" message all the time.