When I get out of my car, the doors automatically lock even though the car is on

You may have changed the setting for you car to do what is called an auto-lock feature. The owners manual will instruct you on how to reset this feature.

Ok, then how do you 'unlock' the van at that time, extra key or fob in your possession? .. Roll drivers window down just in case - or have extra key/fob handy .. Try to duplicate this exact same auto door lock function, engine running or whatever .. IF function is programed, it should do it each & every time! .. Post results.