There should be a menu item under the car menu, locking. This was standard on my 2015 Tiguan, but wasn't on my wife's 2016 polo. I used ODB11 to add this feature together with the menu item to enable/disable on the polo.
When we get the T-Cross (replacing the polo) I'll take a look as my misses feels safer with it, and we're not in a city but the rural countryside but it still makes her feel safer.
Only time I've found it a nuisance is if one of us takes the supermarket trolley back while the other pulls the car out and follows. Then it can sometimes lock and have to be unlocked by the door button.