I have a lockable safe in my car. Sometimes my carry gun is locked in there if I have to go to my child's school or the post office. The car may get stolen, but it will be easier for the thief to do that, than break into my locked safe.

The safe is there only to make it difficult, not impossible, for other people to access my gun. For that same reasoning, my car is never left "unlocked" when I am away from it. And my gun is never left in the car safe overnight.