Just tried that, didn't work either. Also tried with repeating FOUR times and didn't work.
I found a 2015 F-150 pdf for installing the long range remote start and in there the instructions are:
43. Push Button Start Vehicles:
NOTE:
These steps must be performed with the VSS module security jumper removed if previously
installed. For additional information refer to "VSS Module - Optional Vehicle Security Features".
1 Open door and press unlock.
2 Enter the vehicle with the vehicle key(s) and key fobs you wish to program.
3 Depress and hold brake pedal.
4 Press the start/stop button.
5 After the vehicle starts, press the start/stop button to shut down.
6 Repeat steps 3 and 4 an additional five times, ending in ignition ON, engine ON.
7 Release the brake pedal, the horn should honk 3 times.
8 Press the start stop/button on each fob you wish to program. The horn should honk each time the
button is pressed to indicate the transmitter has been programmed.
9 Cycle ignition to the OFF position to exit transmitter learn mode.
Tried that where I opened the door and closed it after pressing unlock and also where I opened door and left open. Didn't work either.