Yep.
Peeps say the fob only has to be on the same ring, but no it needs either to be much closer OR you have to press the fob a second time if you don't start the car before the immobiliser resets itself to "immobilised" i.e. about 30 seconds after you last pushed it.
AS you say, you get used to it.
I have been told I can use my Foxwell to disable the immobiliser to get around this, but haven't had the guts to do it as I don't trust any electrickery!