i have the same "issue" as you. No "locks" option in the settings menu.
2018 P100D
have to use key fobs only. Phone can unlock doors and all the stuff, but CANT be used as a key....cant drive away with no Key fob in the car. Thought we mightve lost keys at airport, Tesla tech said just use your phone...told him impossible. I have literally had arguments with Tesla techs over this.
Tesla isnt very clear on what vehicles are capable of key cards, key fobs, phones, whatever on older models. Its fairly confusing. Basically dont ever lose your key fobs, and always have them with you. Also, cant lock them in the car, then use the phone to unlock. Car will always unlock with keys in it. terrible design and no work around i found.