I was thinking this could be the problem yes. But I also just found out I could “bypass” this by hitting the V (Ok) key on the Numpad. This will let me have the door open when going out, and it will still arm the door sensor when the Alarm activates after 30 secs.
Strange that Eufy doesn’t tell you about this. Now I figured out how this works, it’s Ok to work with and I understand the error messages is there to warn you about potential doors/windows still open in the house, when you try to leave.