My wife's Ford has keyless ignition. If you get out of the car with the engine still running, first there are alarm chimes inside the car that go off when you open the door. The car then honks the horn if the car is still running and the driver's door is opened then closed. So, there are warnings that the car gives you before you walk away from a running vehicle.
Now, as to a shut off feature, I'm a little concerned about that, and here's why. From time to time, the car will give a warning that the key is not detected while driving down the street. Sometimes it depends on where SWMBO has the "key" in her purse. For me, it depends on what else I have in my pocket with the "key," (and I seem to find that if I am carrying the key fob in my right pocket and carrying a handgun at appendix back to around 3 o'clock on my waste, or if I am carrying a larger folding knife clipped on my right pocket like my RAT-1). With an auto shutoff feature, my worry is that I'm driving down the street, the "key" is not detected, and I either need to scramble to dig the damn thing out of my pocket, or the engine shuts off. That would be bad.