How do I get my door locks to unlock when I turn engine off?

 

What vintage of CX-5 do you have?

Check your owner's manual, in the "Doors and Locks" section.

Check your owner's manual, in the "Personalization Features" section.

In my own 2016.5 CX-5 GT AWD, there are the following choices:

a. Auto door-lock function is disabled.
b. All the doors and liftgate lock automatically >= 12mph.
c. All the doors and liftgate lock automatically >= 12mph; all unlock when ignition switched to OFF.
d. (Auto transm. only) When ignition switched to ON and shift from PARK to another gear, all lock automatically.
e. (Auto transm. only) When ignition switched to ON and from PARK to another gear, all lock automatically; when shifting into PARK while ignition ON, all unlock automatically.
f. (Auto transm. only) All lock automatically >= 12mph; when shifting to PARK while ignition ON, all unlock automatically.

These are described in the sections of the manual previously mentioned.

I would assume the choices vary from vintage to vintage.