Mazda-installed two-way command start questions

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Mazda CX-5
I just got my CX-5 yesterday, it was pretty late when I got it so I felt a little bit rushed during the process of going over everything because they were closing at 9.
I will over time learn things on my own, but I do have a question about the command start, if anyone else has the same one!
I will post a picture if what I say doesn't really make sense but basically I got the two-way command start installed and it works amazing. It has a screen, and on the screen it shows an "unlocked" icon, which makes it look like the car is unlocked, HOWEVER with my key fob from my car, I locked the car and I checked every single door, and they are all locked. But the icon remains on the command start screen as unlocked. What does it mean and does anyone know how I can change it?
 
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