Your vehicle has a Retained Accessory Power (RAP) feature which lets certain features of your vehicle to continue to work up to 20 minutes after the ignition key is turned to LOCK.

The radio, power windows, the overhead console and the sunroof, if the vehicle has one, work when the ignition key is in RUN or ACCESSORY.

Once the key is turned from RUN to LOCK, these features continue to work for up to 20 minutes, or until a door is opened.