ok, this is what's happening to your system.
Your alarm should be wired to the ACC or ON state of the car. I'll guess its the latter. The purpose of this, is so that the alarm knows when the engine is running or not. ON state is when engine is running.
If the alarm system is wired correctly, your central locking will automatically LOCK the doors when the brake pedal is pressed when the engine is running (ON state). When you turn off the engine (OFF state), the alarm automatically UNLOCKS the doors (maybe when this happens, the alarm dis-arms). All of this is controlled by the alarm unit.
To disable this situation, you'll need to disconnect the ON state wire to the alarm. For Wira/4G93, it should be the BLUE/BLACK cable from the key socket. The YELLOW cable from the TT should be connected to this cable too.
Just some extra info on how the central locking works (Wira). An open circuit to the central locking is LOCK state (all doors will lock). A momentary GND to the circuit will UNLOCK the doors.