The car already beeps when the FWDs close, but you still can get hurt, even if you hear it.
What I find inconsistent is that it takes two clicks to open doors (a prudent safety move) but only one to close them. It's also inconsistent with the S.
If we must close all doors from the fob (the requirement for which I am highly skeptical), I'd vote for a long click or triple click to close all doors.
Better yet, remove (or allow disabling) drivers door open on unlock. That removes the need to auto close any door on lock of the car. This feature is silly, and I can only speculate that it was included, um, "on executive request."