On vehicles with power door locks, the doors automatically lock when the shift lever is moved out of (P) Park for a vehicle with an automatic transmission.
For a vehicle with a manual transmission, the speed must be greater than 5 mph (8 km/h).
The automatic door locking feature cannot be disabled.
Chevrolet Cobalt Service & Repair Manual. Neutral Safety Switch, Replace
1.
Apply parking brake and place control
assembly in Neutral. Transaxle manual shaft must be in Neutral position
prior to installing range switch.
2.
Remove shift control cable from transaxle
range switch lever.
...