There was a thread on this recently, well a couple of threads, but it turns out that it's illegal to leave a vehicle unattended with the engine running, regardless of whether it's on a public road or not. May not apply over there, you in the Republic?
@allh2k, I thought the manual said if the engine is started with the alarm armed (which it would be if the car was locked) the the alarm would go off - maybe different on my Cupra R, I know there are some differences between the alarm on the LCR and the other models.