I'm not sure if I'm doing it wrong, or if this was never even a feature, but I recall being able to hop into a car with a paired key, and right clicking the air while in the driver's seat to lock the car while inside.

Yup, that's a bug. I accidentally removed that feature when I was cleaning the code for V15.0.0. Was wondering when someone would notice! Will fix.

Fixed in V15.6.0.