My car does give warnings on the dash and beeps like a mofo if the keys are out of the car. You gotta be pretty drunk to not notice, at which point its probably good that you don't have the keys

You don't want it to just cut out on you either, as that could happen if the battery in the key fob dies. In the manual it says the batteries last upto 3 years at which point if they are not dead, you should change anyways for good measure.