Ummmm 'reclusive'.... GOOD GRIEF!!!!
It is called personal boundaries.
It is called the basic sanctity of ones home.
It does NOT matter whether it is considered rude in somebody elses household.
What matters is if it is acceptable to you in YOUR home.
Meddling inlaws invading your space is a LOT different than the kid next door playing with your kid. NOT EVEN CLOSE... A very absurd analogy.
To think that one can expect/demand that 'just because that is what WE do, then YOU have to comply', is very VERY
VERY rude.
To go throwing around tems like 'reclusive' is also very very rude.... And, completely unwarranted. IMHO that is a very judgemental accusation. The OP has not in any way said anything to show that she has issues with being a recluse. How completely absurd and rude. I feel that her personal boundaries, with maybe a heads-up phone call, are very reasonable.
So, yes OP, I do feel that it is YOUR home and you, like every other person, you have a right to some reasonable personal boundaries that should be respected by others.
If you are not comfortable with this, and you haven't openly said... "Hey, stop in any time". (And they certainly have never been caring or respectful enough to ask...) They apparently have not said.... "Hey, I hope you don't mind.. should we give you a call first...." Then, yes, no matter what other posters are saying, then it IS rude.
It is not whether each individual poster here is comfortable with their inlaws dropping in....
What matters is whether YOU are comfortable.... And, since it is obvious that you are not really comfortable with it... Then THAT puts your SO family on the wrong side of the equation.
It is ALWAYS rude to invade others space and to try to impose ones own expectations on others.
My advice... You and your SO should go over, and he (notice 'HE') should once again say, while you are both there... "You know, I think I mentioned this, but, we really need to ask you to give us a call...". I find it interesting that while you have had no knowledge that your SO has mentioned this to his parents, he says that he has... I know how men can sometimes be... especially around their parents... My guess if anything was said at all, it was some small insignificant sounding comment... And that the message was NOT relayed effectively. Sometimes second or third time is the charm.... If he refuses to understand and support your feelings, and to speak to his parents, then once again, that is an entirely different issue.
Then, immediately, proceed with the locked deadbolt, pulled front blinds, etc... IMHO, opened up front doors and windows are a 'welcome' sign... And closed up doors and windows convey a 'please do not disturb'...
Sometimes ones personal boundaries are worth protecting.
You, as everybody else, have a right to your own personal boundaries/comfort zone in YOUR OWN HOME.
Something tells me if your SO parents already have no problem imposing on you.... then this could be a HUGE issue in your future. Believe me, it could get worse.
This might be an issue that you want to go ahead and resolve sooner than later.