Ok. Can't show you proof of this, but I've seen it and had it explained to me by an IT guy.
Cell phones emit RF signals as well. Lots of them. Very slim chance, but what is scientifically possible, is that a very particular cell phone can mimic the RF signal of a key fob. I too have a 2002 Yukon. I no longer have a key fob for it. When I turn on my cell phone right next to the door, it WILL unlock the door. Every time. I've done it dozens of time to show people.
My wife has the same phone, but hers won't do it.
There's the possibility that the phone emitted or mimicked the RF signal to unlock the doors. The IT guy I know says this is likely the root of the over the phone key fob story.
I don't trust it though. For years (before key fobs even) I've been in the habit of NEVER leaving keys in the car. Ever. I get out, so do the keys