I, for one,
don't believe it. Not saying you're lying, I believe something made them lock, but I don't think it was the phone. Keyless entry radios send a unique code to the car to trigger the lock/unlock, otherwise theives would just broadcast through the range of spectra in order to unlock car doors. Some keyless entry systems auto-lock the doors after 10-15 seconds automagically -
source - is it possible your new car has this feature and you didn't notice 'till now?
Found another link related to your car -
"Re: 2006 Vue has a serious problem [giseeu]
Written by: trinisaturn on Sep 01, 2008 07:54 PM
Hi Giseeu, I have had a similar problem. When I am unlocking car with remote, Saturn Vue 2003, the door locks automatically relock themselves before entry..."
2006 Saturn VUE Consumer Discussions
Edit: another example -
"I own a 2003 Saturn Vue, my complaint is that the alarm system kept going off randomly and the door locks kept locking and unlocking (whether the car was on or not)."
Consumer complaints about Saturn Vue