On the inside door handle mechanism, there's a pressure sensitive thing so that in the case of an accident (or going into a river) the doors unlock automatically. It was a concern I had when I bought mine so I emailed Ford about it.
Also, the back doors/sliding door always being locked. After a while it becomes second nature to unlock it as you take the keys out the ignition unless you're one of those daft people that leaves the keys sitting in the ignition after you've got out.