I don't think the pushing of the button the second time really has anything to do with setting the alarm. My 2015 will only "honk" if I push the button the second time. This is just an audible confirmation that the doors are locked. There is no way to prevent the horn from honking if pushed twice, so I only push the button once.
When I push the button only once, or if I just lock the car when I leave it by touching the pad behind the driver's side handle (I have the push button start), the car locks and the alarm sets.
Perhaps the horn doesn't honk when charging, but you will have to see if the alarm sets. Lock the doors with the windows down, wait a minute, and then reach in and open the door. The alarm should go off.