Could that not be a key lock ?
It could and more likely is a key lock than a knob because knobs are usually on both sides. Moreover the handle pull would not be needed if there were a knob. So more likely it is a lever lock.
That still doesn't mean it was always locked or that the key would not have been stored somewhere in the office and easily accessible.
Still the main reason for the claims of leaving the gun out were for the reasons I mentioned not worrying about Sheila being unable to unlock it.