I always hesitate at disabling an exit. You never know what situation you might be in, you may want that door to be operable from the inside.
We had some of the same fears with our young kids on that bunk. We never showed them how to open the door. They never tried turning the red lock and pulling on the handle. Now our kids are old enough to know not to touch it.
What about some sort of hook/latch that you can screw in at the mattress level? The kids won't know that it is there, since the mattress is hiding the hook and loop, but in case of emergency you can still unhook it.
2010 Jayco JayFeather 213 EXP
2016 Ford F-150, 4x4, 3.5L ECOBOOST, MaxTow, Supercrew, 6.5FT, 3.55 axle