It's because locking the doors when it gets up to speed is a safety feature.
Unlocking the doors when putting it into Park is not a safety feature (and is arguably unsafe, in fact).
I know you can reprogram the BCM to turn off the auto-lock feature, but I'm not sure if an auto-unlock feature even exists.
Just out of curiousity, why do you want it?
2004 Liberty Sport 3.7L A/T 4x4 Cmd-Trc
1999 TJ 4.0L I-6 4x4 5-Sp *Mods*
1986 Trooper 2.3L I-4 4x4 5-sp