I thought there was a way to keep the truck running and take the keys out too, like if you were going into a gas station.
Vehicles with the older style remote start (non-plug and play) have that feature. All vehicles that have the plug and play remote starts do not retain this.
For example, those with a 2010 F-150 could hold the remote start fob button down while in park, horn will honk, take the key out of the ignition, and the truck keeps running. Try doing the same thing with a 2011 and it won't work. In 2011, all trucks switched to plug and play (technically they switched to CGEA but that's a long story).
FYI, Ford remote starts are limited to a max runtime of 15 minutes per remote start (most limited to 2 remote starts per key cycle). This is factory programmed and cannot be increased beyond the 15 minutes.