Depends on how you wire it in... If you wire it how the normal switch would work, it will only work with key in ignition.
Ive thought about this a few times(how to put a switch in the handle that is secure)
The only things I have come up with are:
tie the relay in with the dome light bulb (instead of ignition)
Pro- when you press the unlock button on the remote the switch is active for 30sec.
If you jump out to grab something and leave the front door open the switch will still be active
Con- the switch wont work if you shut all doors, run inside and come back unless you arm/disarm the alarm.
The dome light drops to 6v during the dimming process. This makes most relays buzz during the dimming process.
Get aftermarket remote light system (like for offroad lights) and wire the output into the relay
Pro- you can turn the switch on and off.
You could wire a second output to hold the door unlocked (very useful on hills)
Con- you need 2 remotes
You could forget to disable the switch
If you activate the switch but dont disarm the alarm, tou will set off the alarm