My mom just purchased a 2006 X3 to replace her 2004 325i after an idiot ran a red light and wrote it off.

(thankfully she was not injured greatly...+1 for BMW safety.

)
My question is when the vehicle is put into drive and you start to drive away the door locks do not automatically lock.
My 01' 3 series and my mom's previous 3 series did automatically lock.
Do X3's come with this feature? Can I turn it on?
Is this something the dealer or RMP/Bimmersport can activate?
Any clarification would be great.
Thanks