Your auto locking doors are normal. It is quite nice when you have four doors to lock.
The switch and push button I am not sure. On the previous post I had understood that these were under the hood next to the hood latch......oops. Looks like it might be something that was added after the vehicle was purchased. You could check with the previous owner (if possible) or you can try tracing the wires back to where they go. Is it possible the vehicle is equiped with a remote car starter????
By the description you give of the roller switch, I would say you are right and this is the instrument cluster dimmer.