Double Cylinder Locks: Smart? Safe? Legal?

[Mitch H.]

I reside in my owner occupied duplex and rent out the other side.  The back door has windows that, when broken, would allow access to the interior thumb latch deadbolt.  Thus, someone wanting to break in could easily break a window and unlock the door.

My tenant brought this up as a concern and wanted a double cylinder lock installed, the type where you would need a key to unlock from both interior and exterior.

Seems reasonable.  But when I thought about it more, I had concerns about safety and legality.  

What does BP think about double cylinder locks on egress doors? I am also curoius about the legality in Denver, Colorado.