The fuel cap should lock itself some minutes (can't remember exactly) after you've locked the car. The idea is you can lock the car when you get out at the petrol station but still fill up with fuel.
As for the car locking itself, this is only if a door (or boot) hasn't been opened since unlocking. This prevents accidentally unlocking the car. If it locked itself under other circumstances it might lock your keys (or your kids/spouse
) in the car.
Cheers,
Alistair