It makes sense. Normally I don't keep my car key in my pocket when I'm at home. It's on the desk, or on a hook, etc. So his model is that he hits the button as he grabs the key to stick it in his pocket, then when he approaches his car a few minutes later, the proximity unlock works.

You could add some security to the process without requiring the button press by disabling the proximity unlock unless an accelerometer in the fob detects that the fob is moving.