IMHO, it is rude to just 'pop-in-, even with family.
Everybody has a right to some boundaries and privacy.
I am completely in agreement with the OP.
It is YOUR home.
While it might be nice to say that any relatives are always welcome... it just doesn't always work that way. When relatives feel that they have a RIGHT to come in your home at any time at their convenience... That is NOT right. it is well beyond rude... There are huge control and entitlement issues involved as well.
Also, I think there is a big difference between most parents having their child feel welcome, and a younger woman or man having their inlaws feel 'entitled'.
OP: this is a huge control battle.
It is all about 'control' and 'entitlement'.
I am speaking from experience, as a wife who had to set some serious boundaries, because I have had controlling and entitlement inlaws from he!!. You and your SO need to iron this out and set some common boundaries NOW. Any adult ought to be able to do this.
If your SO can't respect your comfort zone and put you first and set some perfectly reasonable boundaries with his parents, then your issue is NOT his parents... It is not an 'inlaw' issue it is a 'relationship/marriage' issue.
Take these words to heart...
Tell your SO that he needs to step up and they need to be invited or call ahead whenever possible.
When you are there alone, or your SO is also not desiring their company ... keep your deadbolt locked, front blinds closed, etc... Be assured that you are NOT obligated to open the door and invite them in!!!!
It is YOUR home.
While it might be nice to say that any relatives are always welcome... it just doesn't always work that way. When relatives feel that they have a RIGHT to come in your home at any time at their convenience... That is NOT right. it is well beyond rude... There are huge control and entitlement issues involved as well.