You should be able to have your entry-exit door open when you set the alarm on the keypad. My keypad is in the hallway and the entry-exit door is the door from the hallway to the porch. So to set the alarm on the keypad I first have to close the entry-exit door (whilst remaining on the inside of the hallway), only once I’ve set the alarm can I open, walk through and close the entry-exit door as part of the alarm countdown.
While I agree this would be a good idea, I believe the reason it is the way it is is cause of the potential to forget you have an open door or window, thus leaving your home vunerable to intrusion. Also I believe this is also a way for the alarm to insure all sensors are active amd working properly prior to arming.
I would sugest setting the exit delay to a longer time, thus giving you adequate time to exit
Some alarms I’ve seen handle entry doors specially; they will auto-bypass the sensor (with an audible warning) if the door is open during arming, but will re-activate it if the sensor is closed during the exit delay. Typically, non-entry sensors will prevent arming without an explicit bypass.
This is something that needs implementing and PhilP is correct in the way it should function. Only the entry/exit sensors should be allowed to be open when setting. If after the exit delay the sensor is still open it could even send a notification to let you know so that would cover faulty sensors.