I never do that just in case I somehow dropped or left my key in the car--a lesson learned the hard way about 30 years ago. Some lessons you never forget... :)
Well then, that stinks! I guess I'm not quite as bummed about it not having PaaK. Does it provide the ability to start the vehicle with a password? I've only had my Lightning for two weeks and am still figuring things out on it...
That's the only way I lock my truck! Unfortunately mine doesn't have PaaK like my Mach-E. With the Paak just walking away locks it and then it sends a message to my phone that it has been locked.