You're right. They should unlock (or give you the ability to have them unlock) automatically when you put the vehicle into park.
I found information for the 2003. ...
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Here is how to turn the automatic locks totally off.
Pull back on the Turn signal/multifuncion Lever all the way toward you until the brights come on, hold it while doing the next step.
Turn key to run and lock twice, ending on lock. Once you do this you will hear lock mechanism lock and unlock, and the horn beep. Now release the signal/multifunction Lever.
Press the lock side of the power door lock switch on the driver side door panel once, it will beep. Than press the unlock side three times. It will than beep a total of four times. The automatic locking and unlock will be turned totally off.
Chevy Parts
I found information for the 2003. ...
**
Here is how to turn the automatic locks totally off.
Pull back on the Turn signal/multifuncion Lever all the way toward you until the brights come on, hold it while doing the next step.
Turn key to run and lock twice, ending on lock. Once you do this you will hear lock mechanism lock and unlock, and the horn beep. Now release the signal/multifunction Lever.
Press the lock side of the power door lock switch on the driver side door panel once, it will beep. Than press the unlock side three times. It will than beep a total of four times. The automatic locking and unlock will be turned totally off.
Chevy Parts