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My moms 08' Burban does this you can set the time and the doors will automatically lock after a delay but they will NOT lock with the keys in the ignition.I think this is a setting in the Driver's Information Center(DIC) called DELAY DOOR LOCK. Its in the owners manual on page 3-77. It says when enabled, it will automatically lock the doors about 5 secs after the last door is closed, but the key has to be out of the ignition.