Just to ditto what you've already been told and add some verification from the owners manual and other info...lifting the door handle while turning the key in the driver's door lock cylinder to the emergency UNLOCK position is the procedure that was designed for old BMWs from the 80s & early 90s (like the e24/e30/e32/e34). BMW changed the emergency unlock procedure with the next gen BMWs (e38/e39/e36/e46/e53) where you only need to turn the key in the driver's exterior lock cylinder counter clockwise.
If you needed to lift the handle...something is wrong with your lock cylinder.
{e32/e34 emergency unlock procedure from owners manual}
{e53 emergency unlock procedure from owners manual}
Anytime you lock your BMW using the remote fob or the driver's door exterior lock cylinder...you put the car in DOUBLE LOCK. As previously mentioned, this disables the exterior & interior door lock handles. This means if a thief breaks your window to gain access or steal anything...they will have to crawl through the broken glass to get into and out of the car because they won't be able to just reach in and pull an interior door handle.
The owners manual provides the emergency unlock procedure for this scenario...and below the instructions are highlighted in some BMW documentation about the central locking system...and info about single-lock and double-lock: