It's simply just a reminder that when you lock your car normally, it will be deadlocked (cannot be opened using the handles on the inside). This means that if a thief was to break a window he wouldn't just be able to reach in and use the inside handle to open the door.
A double-press on the lock button of the remote will lock the car but turn the deadlock off so the handle on the inside can be used to open the door. As well as doing this, the double-press also disables the interior alarm movement sensors.