JONRW

A silly question maybe but just pressing the lock door button on the key fob arms the alarm right ?
Its just that I had the windows open today and locked the car, leaving the windows in the open position. I noticed my sunglasses on the seat, so I stuck my head through the window and grabbed them and put them in the glove box but while I was doing this I thought..... hold on, why ain't the alarm going off .... I tried the door locks (both inside and out) and non of them worked but the alarm wouldn't sound !

I then held the lock button and the windows went up as usual but then a BLIP noise was heard..... no idea what that was either.

Any ideas or guidance please ?

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R32 Mark 5 Silver DSG 5 door - Love it.
& Golf Mark 5 1.4 TSI DSG