FWIW, this happened to me this last weekend - car fully locked, mirrors folded, key inside with me and neighbour came over to say my car was running, which it was. Found this thread which made me glad as obviously it's not just my car. Then came in to work this morning and parked up next to another 320d ED and guess what - it was running, fully locked up as well. I've attached some photos I took of it, you can clearly see it's all locked up and yet idling away.
I suspect the diagnosis on here is correct - you pull up and ASS turns of the engine, you may or may not push the stop button (I normally do to make sure the audio, etc is off) but it doesn't actually deactivate. Then it starts the car again later to circulate air, etc. Major failing of the system to not re-detect the key or the lock state of the car...
