Yep! Mine too, I always leave it locked that way when parked.My UK car definitely deadlocks. It does it either using the little button on the door handle (single press) as I have keyless entry or by double pressing the remote button. Maybe there's a setting in the locks menu?
With the remote you do need to leave a very slight pause between presses. If you hear it lock once and then another clunk then it's deadlocked.