In my old Volt, the only reason why it would do that is if it detected that the key was still in the vehicle. I turned that off because it was annoying and loud.
I turned off all of those settings in my new Volt but for whatever reason, it still makes that annoying sound.
Two instances where I noticed it happen:
--Turned off vehicle. I opened the door then I closed it.
--I left vehicle on but had to go outside to open the garage (I don't have remote yet and for whatever reason, GM didn't include garage opener on the new Volt). Closing the door while the vehicle was still on activated those three beeps of the horn.