That is an interesting question. I have thought about the same thing. I want get the card key like the MS6's have. I think that would have been a great option for this car along with the AWD.
My Audi/vws have this option and I always forget to lock the car specially when traveling with my wife and kid. Its a great safety feature for those who forget to lock their cars.
My brother's Mini Cooper has this feature. I have aftermarket power doorlocks on my Ford Ranger that lock as soon as the ignition is started and unlock when the ignition is turned off.
I saw this on eBay for the Mazda 3. I'm pretty intimidated by electrical but I'd consider it if I could find a shop to install it.