The second line is "READ THE MANUAL!" Sage advice: Yes this is perfectly normal.
VW feels the need to 'nanny' it's customers and remind them about the 'safelock' feature. Basically, at the first lock of the car, all the internal handles are disabled, so anyone left in the car cannot get out. The 'safelock' position is to prevent a thief breaking a window and using the internal door handle to open the door.
You need to click the lock button TWICE to prevent this. The car will still be locked, but the internal handles will not be disabled. Also the internal sensor will be disabled. Thus you could leave pets or humans in the car without them being stuck or setting of the alarm.
I have a 2021 Caddy with SAFE function. I thinked it was just a standard alarm system prompt. I didn't know about interior handles disabling and a key fob trick. Once alarm started when a person inside turned on the stereo when car was locked. The key fob trick is actually helpful.