An ADT set my S3 to lock when it gets to about 15mph, which is does. If I stop to let a passenger out without turning the engine off, they can either pull the door handle twice or I press the button on my door to open everything.
When I pull away (remember engine hasn't stopped!) they do not lock again

My girlfriends 2000 Golf does .....
I thought mine would be the same, if not better

Dave