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it will depend on how your vehicle has been set up by the dealer. if the lights still flash once when you lock it with the key ( the default setting ) then the alarm is active
if the lights do not flash ( this is an optional setting) then the car is mechanically locked but not alarmed
as a thing to try , you can also try closing all the air vents inside the car, as I've known the alarm to be set off by air motion / wind blowing into the car. if closing the vents helps then your dealer can reduce the internal motion sensor sensitivity