"Keyless" entry: you don't need to stick a carved piece of metal into a mechanical lock to get in the car. Most of us including you have had this for decades.
"Keyless" start, same principle
I have handleless entry on the sliding doors. press a button on the fob and one or both will slide open as if by magic
Look I'll be honest - I was hoping to use 'keyless entry' to demonstrate why 'wireless charging' was so called as some people were struggling with that in another thread - but it's all gone a bit Spanish Inquisition
As the first gear change will be when the car moves off that is pointless as it will still be in range of everything as it needed to be to be unlocked and started. The second gear change will usually be very shortly afterwards and so is also not a good candidate. After that you get into issues with having a car stopped in the middle of a road which can be dangerous or at least inconvenient. How would you like it if emergency services were blocked from getting somewhere (maybe your house) by a car that was stolen and auto disabled itself in the road and bocked it?
The safest way for auto disabling to happen in on engine off as at that point the car is likely to be parked somewhere. Of course this does mean the car could have been driven quite a long way at this point.