it somehow bothers me, i meant my phone is still connected to the car's BT after taking the key out and even locked the car..unless i m pretty far away from the car...is it only me or does everyone else have this problem too??

 

It's not a problem-- it's normal.
The HFL is designed to stay connected to your phone for up to 30 minutes after the ignition is shut off, so the Bluetooth will not release the phone until after that time OR when the phone travels out of range.