No Audible Alert or Hazard Flash upon Locking when Engine On?

With known battery issues and when very cold out, I've been leaving the car running to quickly run in and out of stores, locking the doors when I do so. Is there any way to have the car make an audible alert or for it to flash the hazards when it is running and I lock the doors from the remote (as it does when the car is off), so I know the doors have in fact locked?

I used to leave my 2010 750i and 2012 AH7 on, to keep the A/C running during our many, many months of 100+ degrees. When I would lock the door, it did not give an audible lock sound either, but did in fact lock.

Thanks, but I wonder if there's any way to program it to do so; probably not something the dealer would get into, right?