My dog only wears his collar when we go for a walk. As soon as we get home the collar is taken off.
I suppose it depends on the extent of your dog's wonderlust?
I'm happy that my dog likes home and he is tattooed and chipped just in case.

No collars on in the house but always on when out walking or visiting.

Pepe got caught up today, though due to my husband's carelessness and not a collar.

He'd been to a posh dinner the night before (not Pepe!) and thrown his trousers with braces on round the bed-post. Realized I hadn't seen Pepe for a bit so searched the house, and found him with his head through the elastic braces and stuck! No harm done, but if they'd been high up and he'd somehow got tangled it could have been dreadful.

If I could train my husband to shut doors it would help.