You should never leave your keys in the ignition and exit the car its illegal for one thing and cars go walkies that way!!
sorry this has never happened to me but then again i have never left my keys in ignition and left the car.
its quite possible its an anti theft precaution, after all, they (Renault) have fitted anti hijack locks.
As far as I'm aware the locks only activate once you reach a certain speed, or press the button on the dash.
I have left the keys in mine a got out, but only when someone else is in the car. I't not happened to mine.