I will admit I am glad that neither of my cars auto-lock once a door has been opened, only if you unlock then fail to open any of the doors (including the boot) within a certain time-frame. And these are cars by different manufacturers, though both made after 2005.
Mine is the same. I am paranoid about having my keys on me when I put DS in his seat, but, that's because I think someone could jump in and drive off with the car and DS! I hadn't thought about plain old locking the keys in with him. Good reminder, thank you.