This helps, absolutely! Probably it should be the default; safety first, after all.
But the system is still broken because you can't control which doors get unlock-enabled during the approach. With the traditional fob, one press unlocks the driver's door, and two unlocks all. So in the sketchy parking garage scenario, you would want to only unlock the driver's door if you were alone, and both doors if you have others with you. Setting the car to only unlock the driver's door prevents someone from getting in on the passenger side, but if you have others with you, they will have to wait outside for you to get in - all the way in - to fiddle with the screen and unlock the other doors. Some cars have unlock buttons on the driver's door arm rest, but the Model 3 doesn't. This makes it difficult to manage if you are carrying something (e.g. a young child), and potentially dangerous (or simply annoying if it's raining) for the folks who are standing outside.
Bottom line, there cannot be one setting that will work in all situations, because the required configuration is dynamic and situation-dependent, but only a single bit of information is available to trigger the preset action. And you can't depend on using your cell phone remotely to change the configuration, because the car can easily be out of cell coverage in a parking garage. If you have to wait until you are within Bluetooth range, you're already in the danger zone and shouldn't be fiddling with your phone.
Fob. Please.