How do you realize it's unlocked? If you walk to your car with your phone in your pocket and try to open the door, it will unlock at that moment. It doesn't mean it was unlocked already. You can only really know if the car was locked by looking at the app, or by trying to open the door with your cell phone left in the house, far away.
Alternatively, have you configured the "do not lock at home" option of walk away locking?
I sometimes inadvertently touch the window controls as I open my door. It happened a few times that I didn't realize it as I was leaving the car, only to see it the next morning. Use the "windows open" notification from the app to realize this sooner and go close them.
If all of these comments don't apply to you, then I second Gasaraki's comment.