I'll have to admit to leaving it unlocked for a few minutes when I ran back inside to grab my handbag and tell my brother that I'd wait for him in the car. The remote control of the main key doesn't work to lock if the engine is running and because I wasn't 100% sure what would happen if I did lock the car (I had visions - and semi rightly so it turned out - that I wouldn't be able to get back in and would have to leave the car running until it ran out of petrol
)and only tried it when my brother joined me a few minutes later.
BUT.... I had 2 neighbours who were outside with their cars and they kept an eye on mine whilst I ran inside and we thankfully live in a cul-de-sac so you know if there are strangers lurking about.
But I wouldn't do it again - no.... I'd rather sit in the car and wait a few minutes - too risky and stressful first thing in the morning.