I think it's as long as the key is not within the car and the car is running--it's warning you that if you drive away you won't have the key with you to start the car again (or unlock it for that matter).

But yeah my only trouble with unlocking the car is when I'm in one of a couple of spots in the city where I seem to get interference--first time freaked me out, I had to pull the mechanical key out and dig out the manual to figure out how to start the car (once I'd reassured myself the fob probably hadn't just died). I've determined that when I have this apparent interference problem the best spot for triggering the doors to unlock is by holding the fob near the lower left corner of the rear door's window. I've certainly never had it fail to unlock with the fob buttons but open by grabbing the handle--though I almost never use the fob controls to unlock it, because digging the key out and putting it back is a) a pain and b) risks getting the fob in a position where it might fall out of my jacket pocket and disappear (happened on the way to Maine for Christmas, got to a liquor store to buy some holiday cheer, got out, couldn't lock the door because the key was in the car. Took a good 5-10 minutes of sweating and trying not to panic before I managed to latch onto the fob which had slid down between the driver's seat and the center console. Too small a space for big hands!! And might have been even worse if it had fallen under, that doesn't look like a space conducive to reaching hands underneath!).