I highly doubt in a normal office environment there’s a requirement for an employer to ensure safety of employees via secure door entry systems etc. Possibly in certain sectors where a risk to employees is known (e.g. animal research) it might be regulated but otherwise I would have thought it falls under “good practice if you can afford to do it” or “insurance stipulates it as a requirement”.
But as has been pointed out it’s likely not just a case of slapping a few cheap keypad access controls on external doors. A lot of factors need to be considered so I can understand the reluctance of the employer in the OPs situation to pursue it (although once you’re getting into £1000+ stolen territory and only one or two external doors then it probably starts to make sense, a basic door intercom wouldn’t cost much etc.). Again though that’s far from a regulatory requirement.