I just went into the car to check it out. You already mentioned what I was about to say. What you can do is have it lock once you start driving, and then set it so that the doors do no unlock when you turn the car off. The drivers door will still be unlocked though, and if you have passengers, then those doors would be unlocked when they got out.... I'm stumped, anybody else know anything? Am I missing something here?
*edit*
Sorry I'm not much of a help, I'm just so used to locking my car that it's habit and I don't think about it, I would probably lock it several times anyway even if it were going to lock itself within 30 seconds, I'm obsessive compulsive like that.