I'm going to try to clear up a whole bunch of issues throughout the post here:
1. The dedicated remote keyless entry/pushbutton start fob can be used to both start and stop the car remotely if the accessory remote start feature is installed. Note that this is a dealer installed option, NOT standard equipment. It will likely not be installed unless you have had it added by the dealer or specifically ordered it if you custom ordered your car. It can add the remote start feature (albeit at an additional cost) to the lower trim level models or if you do not want to use a MySubaru subscription on the higher trims. There is also a need for vehicle programming to activate the system.
To remote start with the keyless entry/pushbutton fob, press the lock button twice within 2 seconds, then press and hold the lock button for three seconds. The car will sound the horn and the engine will start. To stop the engine press and hold the lock button for 3 seconds and the engine will shut off.
If the remote start option is installed, you will have a dedicated second key fob exclusive to your remote start. Its use is optional, as you can also use the keyless entry fob as above. One caution here, the dedicated remote fob has a much greater range than the keyless entry fob.
2. We are actually dealing with two SEPARATE systems here. The remote start using the MySubaru app is implemented via the vehicle Wi-Fi system and does not require any additional hardware or programming at the dealer level. It does require you to purchase a subscription to use the remote start feature. The subscription does provide a host of other features including a vehicle locator, remote locking and unlocking, monitoring distance, speed, and curfew time for young drivers, he ability to set temperature parameters when remote starting, monitoring of vehicle parameters (fluid levels, tire pressures, etc.), reminders of maintenance intervals, and even allows you to set service appointments.
3. As for the "free" remote start, if you have a pushbutton start, there is no additional hardware needed, just the cellphone app (which is free) and the subscription which is also free on a new car for a period of 6 months as a trial. After that various plans and prices are available.
4. To lock or not to lock. The cellphone app will lock the car when you do a remote start. Upon entering the car, you will need to have your keyless entry/pushbutton start key fob to unlock the shift lever before you can drive. The dealer installed hardware system will require you to lock the car on later models. I think this is meant as an additional safeguard against theft. So far as the earlier models, this feature may have been changed to require locking as well for added security. It is always possible a vehicle firmware update may have been missed that addresses this issue on the older vehicle, but it may have not been an issue back then. So far as having to lock the car with a -18 wind chill, so long as you have your key fob, if you lock when leaving the car, the keyless entry will unlock the door as soon as you touch the handle, it should be just as quick to open as an unlocked door.