I am not sure if later models have an autolock feature similar to my 2003, but on my Murano, it only automatically locks under the following conditions:
1) All doors are locked, stock alarm armed.
2) I use the remote to unlock the doors.
3) I do not open the doors, for a while. Maybe a few minutes.
4) The doors will then automatically lock.
I've never tried it with the key, so I would not know whether unlocking it with a key cancels the autolock timer. I would guess this feature is to prevent accidental unlocking of the Murano, after its already been locked the first time (for example, maybe if you accidentally pushed the unlock button on the control in your pocket while sitting inside a restaurant, for example).
Thats all I know about it. Perhaps the 2004+ models have a passive locking feature, where the doors automatically lock without having to press the remote?
My dealer claimed the Murano comes with "anti-tumbling" door locks (whatever that means) and if a thief "tries to mess with them" it will set the alarm off. I've never tried to purposely break into my Murano to confirm this, but I would think the dealer is just making it up (Nissan would have advertised this if it was such a great security feature). Stock Nissan alarms have always had one hole - they do not go off if a window is broken, the most common form of forced entry to a vehicle. A lot of Maximas on Maxima.org were stolen this way. However, now that every Nissan has an immobilizer, a stolen car less frequent (unless they just tow it away), and vandalism is the usual endpoint for a car break in.