I've noticed the same issue with mine. From time to time, when I get out, shut the door, and then press the little black button, I don't hear the lock. After I wait a moment or two, then press it again, it will then lock the doors.
There are a few electronic quirks that I've learned to live with:
* Sometimes you have to press the external lock button a few times or wait a moment or two.
* Sometimes the vehicle "chimes" when I press the start button to shut it off and other time not.
* Sometimes you get the disclaimer on the U-Connect screen, sometime not. Sometimes the disclaimer goes away quickly, sometime its on for a minute.
* Most of the time, U-Connect will find my iphone when plugged into the USB and play songs immediately, but a few times it takes a minute or two (usually with me having manually select the USB) before it figures out something is plugged into the USB.
Again, I just chalk them up as electronic quirks.