From an incident report....
"According to Boeing, the B737NG auto-flight system can be configured in two ways prior to aircraft delivery. In this respect, xxxx Airlines had the option to configure their aircraft’s auto-flight system to either inhibit glideslope capture prior to localiser capture or, as was the case with all of the xxxx Airlines B737 fleet, enable glideslope capture prior to localiser capture.
The option of enabling glideslope capture prior to localiser capture was recommended by Boeing for those operators trying to achieve fleet commonality and for those operating in terminal areas where FMC positioning can be relied upon."
So perhaps it is an option on all newer Boeing types.