It sounds as though the "Spring Tensioner"(I'm not sure of it's actual name), that holds the Door Locking mech either in the unlocked or locked positions may be worn/broken/missing. So that when shutting the doors, the door locks fall into the lock position as though 'Automatically' I don't know for sure, it would be odd for all doors to do this in the same vehicle if it wasn't made to do on purpose.
Michael