I think GT will have that feature. If you don't have that, you should ask your dealer to program it. I have 07 Touring Trim. I was thinking of this and came to dealer for programming. Unfortunately, they told me my car does not have that feature. However, they can program it automatically lock when I walk away.
My GT 3 has that auto door lock feature, which locks all door when the car is moving > 10mph, and auto unlock when I turn ignition off.