I don’t think this capability is available for the core manual alarm integration.
You could write an automation that is triggered by the alarm arming. Add conditions to check if any of your doors are open. If so the first action will be to disarm the alarm then send your notification.
Alternatively there are two custom alarm systems that have this sensor check functionality built in.
BWAlarm - waiting on the developer to apply some fixes to the web interface, but otherwise functional.