One of ours sticks his head under the chain, lifts his neck up and then stands with the rubber chain resting over his neck... he looks completely gormless but has never yet made any move to exit the stable. We wouldn't leave him unattended with the door open though and we shut the door if taking other horses to and from the field.
I wouldn't be without them... much healthier for the horse than having their head forced up over a stable door. It allows them a much more natural posture, with back rounded down, rather than head up, back hollowed. In the wild the only time a horse would stand in the position they do when looking over a stable door is when they have seen a potential threat.
I wouldn't use them on a yard that isn't completely secure though... we've got two gates between us and the bridlepath and then the road. So even if one did crawl out underneath they couldn't go anywhere
