I asked this question before since it's a common feature on most other cars with keyless entry. As far as I know, the answer is no. I just set it to unlock all and left it as is. If someone jumps in the passenger seat and murders me I'm SOL.
Wouldn't be so bad if they put an unlock switch on the drivers door, at least then you could unlock the other doors without getting in the car.
That is one of those German oversights that makes me want to yell at their engineers.
Current: '16 VW GTI
Previous: '15 M235i, '13 335i, '08 TL-S, '00 Corvette