I have no idea why VW would change this part of their behaviors as since at least my 2007 VW, the car doesn't automatically lock when the key leaves the vicinity (unless default programming has been changed) unless the car was unlocked and then doors were never opened after unlocking.
Also, from at least 2012 and newer, if the last-used key is left inside an unlocked vehicle, the vehicle will remain unlocked. A secondary key left inside a vehicle will NOT prevent the first key from locking it from the outside. (You CAN lock your spouse's key inside the vehicle if your key was used last to run the car or lock the doors).
Additionally, your pets or kids will NOT be able to start the car with the secondary key that you left inside the car with them when you locked it.
See
@ID.Furkan's helpful posting of info from the actual manual for more detail.