I had a G2 GS-R (a red '92), but luckily I never had to pull that trick. The car came with a trick Clifford alarm from the dealer, and it was the first car I'd had with such a fancy alarm. As a result, I never ever left the big fat grey alarm fob (with keys attached) anywhere but in my hand or in my pocket... so no lockouts.
Del Sols (my current car) have the same setup, though... so I know exactly what you mean.