In some cars, if you lock the car with the fob it primes the alarm. If you subsequently unlock it with the physical key the alarm will activate when you enter the car. You can only disable it in with the fob. Source: had a 7th gen Honda Civic.
Many cars hide their keyholes making them essentially inaccessible. Many drivers probably don't know they have one. Volkswagen has been doing this on some models since 2009. Source: had a Mk6 Golf.
My car has only has a mechanical lock on the driver's door. And the manual strongly advises against regular use of that lock for some reason. Supposedly, it is just a backup. A quick search of other brands comes up with similar stories and anecdotes of these locks breaking quickly if someone was relying on then too much.
Are you 100% sure? My car (12yo Toyota) has keyless entry and start, and the fob has an RFID chip inside. If the car can't detect the fob (e.g. the battery is dead) you can hold it against the "Start" button which has a RFID reader. I ask, because this feature is not advertised other than a few sentences in the manual, and it seems a pretty badly designed feature to not have a backup.
The fob also has a physical key hidden inside - although that's a bit more obvious as there is a key hole on the drivers door.
From the link:
> Once inside your vehicle, insert your remote key fob in the ignition slot or, if your car doesn't have one, hold it against the key markings on the side of the steering column. You'll then be able to start your BMW with the start/stop button on your vehicle's dashboard, even if your key fob is dead.
Other cars probably have other solution. It was possible in my case as well (not BMW) but do not remember the process.
Because besides personal experience, googling the proximity keys of all of those brands shows the expected pop-out keys.
Also photos of various models from all those brands in 2020 show key holes on the driver's door, which would suggest there is in fact a key somewhere that fits it.
Having just had to spend £380 to replace the receiver on my Ford I thought it did not have a physical key at all, then the nice dealership assistant lady told me on the phone "you need to open you keyless fob, there is a key inside"... I never knew!