Yes, not an aftermarket alarm, but aftermarket keyless entry.

Thinking about this more last night.

It might be possible to tap into the RFA box where it outputs the signal to the locks. Add in a diode and then a relay to the horn. That way only when you lock the doors with the remote..you get a chirp.

I was thinking the same thing, but also wondering if the pulse for the door locks would be long enough to make a decent sounding chirp. I was thinking of intercepting the wire going to the drivers door. Some experimenting is in order...

The light flash idea is pretty good, just to let you know it'* armed. But as long as you have a good fob battery, it shouldn't be an issue.
Isn't there a door lock relay? Just take your signal from there and run it to a separate relay for a dedicated horn or chirping unit. I think a light would be appreciated more by the neighbors. Just my $.02

I just skipped right past half this thread to post the answer. Yes. You can have the horn beep, but easier even would be to get a third horn (my car has a high & a low) and rig it to the lock system.

You'd need a couple things, and since you don't want to use the voltage from the locking system to honk the horn, this "extra hardware" that was referred to to draw power from somewhere else may seem a bit alien.

However, though, don't worry much about the grotesque wiring that is necessary because you & I have the same cars, and I'll just set this up on mine to show you.

If you used the lock relay..each time the car locked from the button or fob it would trigger. Which is why I suggested the RFA module. Then you would only trigger from FOB activation.

Hmm good point. I never use the door lock button inside the car, but if a passenger found out what their lock button can do, i can see things getting annoying...lol!

I think an inexpensive aftermarket alarm system is the least expensive way to do this. My wife'* 2001 GP GT does the horn toot with the second press of the door lock button on the factory keyless entry fob. My car chirps its Clifford alarm when I operate it. Between the two, I vastly prefer the alarm chirp and find the horn toot to be completely annoying. Also, I can do a stealth "silent lock" with my Clifford fob, I don't know if you can do that on the factory keyless entry for the models like my wife'* 2001 GP GT.

It comes in handy to not annoy the neighbors late at night when locking the car.

Ah yes, oh wise one, but that would only tell you that the signal was sent from the RFA, not whether or not the lock system received the message. And even then, on older cars, like my 1990, one poke on the lock button doesn't always lock all the doors, sometimes I have to push it 2 or 3 times to get all the doors all the way locked.
And on the annoyance factor, why do you think it wasn't done that way at the factory?
I still think a visible alert would be preferable to an audible one. And with some sort of dedicated LED, it wouldn't draw as much juice as a horn.

Ok, Gravenge does the same damn thing everyonce in a while, and this is with everything OEM.