We have a sliding glass door that opens from our dinng room onto the patio. Next to the sliding door we also have a dog door for Sunny, so she can go outside whenever she wants.
We have never said anything to Sunny when she uses the sliding door when it's open to go outside.
Yesterday I was in the dining room, doing some paper work on the table. The sliding glass door was open. Sunny trots up to the sliding glass door and was 3/4 the way out the door, when she turns around and sees me looking at her. She gets this sheepish look on her face, walks backwards into the dining room and then re- exits through the dog door.
I must have laughed for five minutes.