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I've unlocked the doors, opened the rear, unloaded, shut door, carried into my house, came back, and doors are locked. Has happened every time I've done this.
Then you have the only 2015 F150 that seems to work that way.
I really don't want to sound snarky but there's not really a way to say this without it coming off that way...Did you read the manual concerning the door locks and key-fob? Again, I'm not trying to be a sh*t, your question is a good question. I just thought Ford did a pretty good job of explaining how the door locks worked and how the handle responds when touched by users with the key-fob in close range. I guess what I should say is that the manual has some great info in it and to have a look...in addition to what others on here have said. :P