Yes, it beeps a few times to let you know...at least on the '17 MY

 

Here's a tip... if you want to walk away from a running MDX and not have it beep at you, leave your front door resting on the latch without it actually shutting the door (basically the state where you tried to close your door, but you didn't give it enough umph). It will confuse the system and it will not beep at you every few minutes that the key is not detected.