Unless standard behavior has been changed, it definitely won't lock itself if the door has been opened. As other posters have suggested if you unlock and don't open a door it'll lock itself.
If it's any help, I don't think you'll have much to worry about. It's rare people will try a door on a car these days, mainly because even if the door is open, there's little they can actually do without a key. If they wanted in, they'd be in by other means without even checking the door I'd guess.
I'm sure it'll be fine when you get back and if it makes sure you don't make the mistake twice, it's worked out well ;)