It's normal because the alarm is not an original factory item but an add on by Mitsubishi Philippines. The MS is originally assembled with only a keyless entry system.
Hence, you will notice that both the turn signals (original keyless) and parklamps (add on alarm system) activate when you command the vehicle via remote.
The add on system is triggered by the locking of the doors as it responds to the original keyless entry module. But, as you have done, you can also manually lock the doors via the cabin button.
