It is not uncommon to watch a vehicle pull up in the parking lot of a service station or convenience store and watch the driver get out and walk inside, leaving the vehicle unlocked, idling and unattended. What better opportunity for a car thief or joyrider can a person provide? Most people will say "I just went inside for a minute." Just a minute is more than a thief requires to leave you stranded.
If you must leave the vehicle idling to keep it warm in the winter or cool in the summer, have a spare door key cut and put it on another key chain, or buy a key chain that has rings at both ends and splits apart. You can still leave the vehicle idling and be reasonably sure it will still be there when you get back.
Never use young children to look after an idling vehicle until you return. They are curious and love nothing better than to imitate mom and dad. It is not difficult to put the gear selector in drive and coast into a serious incident.
Better still, think green. Shut the vehicle off, lock the door and save fuel. Practicing this may save an insurance claim or a ticket.