To anyone apart of a religion that believes in Jesus

Last night, two men in suits came to my door to talk about Jesus. They weren't johovah's witnesses, but didn't say which religion they were apart of. My hubby was at hockey, and the baby was just waking up so they asked if they could come at another, more convenient time, and we made plans for Thursday during the day, so hubby will still be at work. They said it was against their religion to be alone with a female and would be bringing along another man. Why would two men need a third? Is this legit or should I be locking my doors that day?