i'm sure you have forgoton how to use it, on the laguna you just close the door and walk away, you should hear a beep then it locks. If you press the button on the drivers door you can only unlock it with the card.
To use the auto-lock and unlock function, I have to lock the car with Auto button (the one in the middle on the keycard). And when you come back to the car and put your hand to any door needle (driver door or any), it should unlock it. Lag2 2004 does not have a button on driver's door. All doors have infrared sensors I think. (Maybe old model).
If it operates good, then next time when i leave th car, as you said it will automatically lock the car and beep sound.
I went to repair service last week. They checked and connect my car to a laptop via cable. And they found that my keycard have a problem. Car does not see the card (close to car).
My key had felt into the ground 2 times. Someone should repair it or I have to buy a new keycard I think. Keycard is very expensive.