[RossBMWZseries]

One way to test this theory claimed by garz747 is to sit inside, car turned on, hook up your phone with your Bluetooth and make a phone call. While on the phone call, turn your car off and remove key from ignition (I've done this before and my phone call continues through my car speakers) as Bluetooth is still apparently connected. Try locking your car with your remote (while still inside and while still on that phone call) and if the Bluetooth disconnects, then obviously you'll need to lock your car from now on.