Kirby nailed it in his post. I had the same feature enabled on my VW Passat (the "lemon" I traded in for the BMW). With both cars (the VW and the BMW) when the doors automatically lock, it takes two pulls to open them. One unlocks the door, the second opens the door. Actually, the people who rode with me in my Passat (and now BMW) think the feature is slick, and feel an extra layer of security. They're "trained" to pull twice. If someone is riding in my car for the first time, I just hit the master lock/unlock switch when I park -- just so they're not fumbling with the door handle.
I like the feature, but that's personal preference talking.