My car doesn't do either of these... but two things I love about how the remote works: the car *doesn't* make noise (chirps, horn honk) when locking or unlocking the doors, as way too many do. And it *does* turn on the lights for half a minute or so when unlocking the doors. Which means I'd notice within a very few trips if a bulb were burned out, as well as making it easy to unlock the house door or otherwise have a quick light in the carport even when I haven't been in the car.

I have a 2005 Jaguar S-Type which shares a lot with Lincoln, including programming codes. After I read my owner's manual and figured out my car was supposed to do this (including the back 2 windows also) I went to the dealer to fix it during the warranty period. When I got back to the dealership they told me it had been programmed to not close and they charged me $100 to change the programming back.
It also very handily does the reverse. So if you exit your car with any window or the sunroof even partially open, just hold the lock button for a little extra and everything closes and locks.

I have this feature on my 2007 Mercedes E320. Works great - when it works. Sadly, you have to be standing right next to the car for it to work - which doesn't allow much time for the car to release heat. If I could use it from 35 - 40 feet away, it'd be great. So much for German engineering.

If you never want to use this feature, you may also be able to turn it off through "settings" within the Lincoln trip computer. I do not know if those settings were around for 2008 though.