Hi kingdre. Yes, what you are describing is normal behavior when the side-view mirror autofold feature is enabled. When you lock the doors with the keyfob the mirrors will fold. Or if you lock the doors with the outside touch door handle, the mirrors will fold. Or if you lock the doors with the inside door lock buttons and then close the door, the mirrors will fold when you close the door.
However that is not what the OP is discussing. The OP is saying their Aviator automatically locks when they walk away from the vehicle, without them having to do anything other than walk away. That is a feature not known up to this point.
Our Lincoln vehicles do not have a known (to this point in time) autolock feature that will lock the doors, just by walking away from the vehicle with no button pushes on something.
Good luck.