That's how all universities work. It's quite impractical to secure them properly, and nobody can hope to recognise all the students (and visitors!) so you can basically walk around any university and as long as you look like you belong there nobody will challenge you.
No, I'll have to disagree here. I've spent around 10 years in several universities both in Europe and the US and most of them are closed during weekends and you can't walk around and touch experiments when no one is around.
MIT is special in its openness, or at least the Medialab is (you can't really walk in any lab of the Physics department).
