> Wouldn't the risk be the same if the same rolling code keys was used for both locking and unlocking?

Yes, what I meant is that such symmetry is not strictly required, and breaking the symmetry opens up ways to enhance security (of unlocking when you arrive) while keeping most of the convenience (of locking while leaving.)

For example, imagine "Lock" is a typical broadcast from anywhere within X meters, but "Unlock" requires touching the fob to an infrared port, and they use independent codes.

Peugeot used to have infrared keys. Several people who thought their central locking was glitchy have been surprised to learn that pointing the key at the side window makes it work every time.