I cannot speak for a 2001, however I can for a 2004. I believe the same applies for an '01 tho.
First, it is not related to the premium package.
There has already been some discussion about this. This is what I remember. There are 2 routines in the modules that control the lights and alarm. One is the "lights routine", the other is the "alarm routine". They are exclusive. So you can have your lights programmed to respond when locking/unlocking, including a blinking clown nose. If you have the alarm components installed (siren, motion sensor, tilt sensor) you can then have the "alarm routine" enabled, which will give you sound as well (double chirp on open, single chirp on close). Or you can have all cues disabled for stealth. Or just partly enabled.
I do not have the alarm, but I do have the lights enabled. The car came this way when I picked it up. I don't know the cost of having it enabled, but I think the price varies from free to $50 and higher, depending on your dealership.
It is something that only the dealers can program BTW.