This actually has to be coded and is not part of your standard options that a dealer can help you with. Some forum members may be willing to help you out.
Usually it occurs when you put the car in Park and not necessarily turn off the engine.
Either way, it's a pain and I wish it was an option in iDrive. I have never developed the habit of hitting the Unlock button on the dashboard and it's always when I'm trying to open the rear doors that I remember.

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Alive: 2007 X5 4.8i
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R.I.P. 2005 X5 4.8is - Black/Black - 168s