Thats a good point. I guess with the doors the way that they are they're technically always 'locked'
Although there's still a physical lock solenoid built into the doors. You can hear it when you lock and unlock the doors from the inside.
Regardless, its pretty rare that you'd be in a situation where the 12v battery was working fine to open the doors and died in the middle of your trip, causing this situation with a pet or a child inside.
I don't know if you noticed, but that key isn't cut. Ford reused the key design from their other vehicles and just left the key blank. It works great as a screwdriver in a pinch though.