Gates only control entry to the worm hole, the exit is out in the open (usually above the gate, sometimes beside it). So you lock the door from your side, wow big deal, all you did is prevent people from entering on your side, but the other side can still enter from their end.
Maybe there is a way to enclose the worm hole exit, like in a minefield, but nobody has seemed to figure it out yet
If you figure out a way to close the wormhole, you may be cutting it off forever and ever