I promise that on my '01, Aug. '01 build, if I press the center button on
key, it locks all the doors, tailgate, etc. But, it is not alarmed...

If I hit that button a 2nd time, in quick succession, it arms the alarm.
That is how the sales guy told me, way back in Sept '01, and that is
how mine works.
Maybe it's jes'me?!