Not correct. My Tesla was unplugged from a Tesla destination charger while the car was locked a few weeks ago.
I reported to Tesla but so far no answer and no explanation.
There is an issue with either locking mechanism or wall connector. Sometimes it is completely locked and no way to unplug it.
I tried to reconstruct the scene and managed to unplug my car while I did not have the key fob with me and the car was locked.
This is the video:
I think @JPUConn is correct in that is the way it is designed to work, and generally does.
Your case seems odd, on that clearly the car honored the button-press unlock request from the charge cable. If your car was truly locked, there's something there not working as designed, I think.
On edit: Re-watching the video, at he 4-5 second mark I hear something as you approach the driver's side door. Although the handles aren't auto-presenting, is that an door lock motor activating?
Any chance you have door handle auto-present turned off, and the car really is unlocking at that point?