That usually means there is a "zone" open or something is telling the alarm control module the car has a open switch.
I would closely look at all 4 door pin switches located under the latch striker. make sure they all work and operate the dome lamps
Check the trunk pin switch for correct operation of lamp.
Check your hood latch on the drivers side for microswitch damage
Any of these being open will keep the alarm from arming and you won't get the 3 flash confrimation.
The central locking will operate however in theroy.