That's the way our w900 KW is. It is not possible to lock you keys in it. If you lock the door and shut it, it will automatically unlock when it shuts. Only way to lock the door is with the key.
I saw a short black woman trucker with her spare key tied to her shoelaces. Another driver asked her about it. It looked retarded to me
Carabiner+belt loop. Main key never leaves ignition unless I'm showering or gone. Wallet+chain+same belt loop. Better than American Express.
You just have to be creative. Like I did with one truck I drove way back when. I removed one of the side turn signals and taped the key to the back of it. No one will go through the hassle to look there. And had I got locked out, everyone carries a phillips head screwdriver. 2 screws and I was in.
Like was said earlier, ALWAYS lock the door with the key. I have done that since day one in any and all trucks regardless of locking procedure. In addition, I always have a spare key zip tied under the hood. I was a locksmith before becoming a truck driver. Yes it was embarrassing the day I locked my keys in my work van and had to call the boss to come over with a spare key. I still stop by his shop sometimes to shoot the breeze and he still remembers 15 years later like it was yesterday.
Chances are, all or most of your company's trucks use the same key. So if you spot any co-workers around, flag them down and ask to borrow their key.