Now I am abuzz with questions.
1) Did you buy this van new or used? (A second owner may not have received everything that came with the car new.)
2) Are you absolutely sure you don't have electric "Lock" buttons on the insides of your driver and passenger doors?
3) Have you ever seen a light on your dashboard that blinks "Security" when you lock and close your door?
Now for some comments.
I don't know for sure about 2002 models, but for the 1998 through 2000 models, those that came with keyless remote from the factory DID NOT have lock cylinders in the sliding doors. Those that did not have keyless remote, DID have lock cylinders in the sliders. Since your van does not have lock cylinders in the sliders, and IF you bought it used, you may have keyless remote capability without knowing it. But then, you should have power lock buttons, as well.
These models were available with a passive security system. The system was set by locking the driver door either manually by lock button when open or with a key when closed, or by keyless remote. Then, a light on the dashboard would blink for about 30 seconds. Once the light stopped blinking, the alarm was set. Once the alarm was set, the system expects you to unlock the driver door either by key in the driver door or keyless remote. If the car is unlocked either from the inside by a passenger, or by reaching in and unlocking through an open window, and the alarm is set, the alarm will go off. In any case, the way to reset the passive alarm is to insert the key in the driver door lock, lock it, then unlock it.
Here is a test you can do to check for the existence of the passive security system. First, make sure all the other doors are locked. Then open the driver door, lock the door when open, sit in the drivers seat and close the door. Look for a flashing light on the dashboard. If you don't see one, assume it is burnt out or disconnected. Sit in the driver's seat for a full minute. Then, open the driver's door. If an alarm goes off, exit the van, close the driver's door, insert the key in the lock, lock it, then unlock it to shut it off.
Anyway, think about this, answer the questions, try what I said and let us know what you find.