I just purchased a 2012 Q5 (without the convenience key) and I have a question about the central locking.

After I turn off the car, I'm used to being able to hit the "lock" button to lock all of the doors so that I can exit and walk away. I can't seem to be able to do this on the Q5 - the key fob lock function won't work either. I need to close the door and then I can lock all the doors.

Is this how it's supposed to work?

 

Sounds right, although I don't know how the 2012 was programmed.
Resistance is futile: You will learn to do things the way Audi has intended.
A call to Audi-US could confirm that, and whether the programming can be changed. (Usually not.)

 

That is normal. It's so you can't lock the keys in the car,,,,,,,,,,probably. German's, who knows how their minds work, lol.