I was under the impression that the alarm going off when you use the key as opposed to the key buttons was a standard on most cars, it was the same on my Rav4. What happens is if you use the buttons on the keys, the car 'learns' that this is what you favour, but if you use the actual key the alarm will go off. The car will only stop doing this is you continue to use the key for locking and unlocking the car, and you will find that after a few times if you go back to using the buttons, you will activate the alarm again until the car learns that you are using this method of locking/unlocking.
It does make sense in my head, hope i wrote it out clearly enough haha!
I had the exact key issue on the Rav4, and assume that it may be a generic Jap car thing... Please correct me if I'm wrong (bearing in mind I am a girl....)