There is no specific law or statute that prevents your tenant from changing the locks (believe me, I've researched this one very carefully). However... Most leases address this issue by saying tenant may not change or modify the rental in any way.
The concept here is that the property belongs to the LL. They opwn it & have the right to control changes made to it. The tenants only have the right to possess that property while they have LLs permission to do so. LL retains the right to control what happens there (within reason as it relates to tenancy).
If the tenant changed those locks, they are obligated by the lease to provide LL keys to the new locks for the purpose of emergency or noticed entries when needed.
But why has the tenant changed those locks? Are they concerned that someone else may have unauthorized access? Are they concerned about LL making unauthorized or unnoticed entries?
Sometimes, this is the only way to get LLs attention and prevent those intrusions into their tenants privacy. While it is a clear violation of the lease, with only a small number of exceptions, it is NOT usually illegal. Ultimately, in the case of an emergency or if LL requires access (and has given proper notice when required), if tenants refuse access, LL has the right to do anything necessary to get into his own property - from breaking in to calling police to facilitate entry. Ultimately, if LL has a valid reason (read LEGAL, not just curious) to get in there, he can and will do so without the benefit of keys.