I'll tell you what happened to me. Now this is on my '98 GC, but it may be the same problem with the WJ's. There's a switch where the doors close that shuts off the lights and apparently allows the alarm to arm. It also is what tells the onboard computer that a door is ajar, although mine never said it. If it is worn out, it doesn't get "pushed in" all the way when the door is closed, and the alarm goes on at random times, like in the middle of the night as it did with me. Since mine was parked way over on the side driveway, I didn't hear it but my neighbor did and he had to come over and let me know about it.
So check that...it may be a simple fix.
2000 Jeep WJ Grand Cherokee Limited, Black/Black, 4.7L