I'm guessing you have the "SE Value Truck Package" installed on your truck? Otherwise this post has no relevance..... I found this in my owners manual on page 3-8.
When the button on the keyfob is pressed,
all doors will lock automatically within 1 minute
unless one of the following operations is performed:
● Any door is opened.
● A key is inserted into the ignition switch and
the switch is cycled from OFF to ON.
I'm guessing that with the alarm installed our trucks assume that the auto unlock function is the same as pressing the unlock button on the key FOB. If you really don't like it locking on you try disabling the auto unlock functions on your truck. Instructions for this can be found on page 3-6 of your owner's manual. Cheers!