Context matters... The whole frenzy and fearmongering about leaving a gun in the car is mostly based on incomplete information and ignorance of the data. It's akin to anti-gunners' claims that people with guns in their home are 400% more likely to be shot by their own gun. Well, if the owner of the firearm adheres to certain gun safety rules, that stat and the risk no longer apply to them. Or how they like to talk about gun violence and how national gun laws are needed. Well, if you don't live in high-crime pockets of the country, typically blue cities, then all the so-called "gun violence" stats and issues no longer apply.
Over 80% of firearms that are stolen from vehicles are taken from unlocked cars. Simply locking your doors greatly reduces the risk. If people simply locked their doors, this wouldn't be an epidemic. If guns weren't being left in unlocked cars or in cars overnight, the vehicle firearm theft rate would be further be reduced to being a non-topic and issue, much like "gun violence" would be greatly reduced if we had a handful of blue cities disappear.
Not having anything of value in plan view further reduces risk. Not living in a low-income and high-crime area further reduces risk. Not leaving the gun unattended in the vehicle overnight and parking in a high-traffic, high-visibility area when briefly running errands during the day reduces that original ~20% risk much, much, much further. Having a lockbox in addition to all the other precautions will also help.
I'm sure people who own guns that leave their homes unsecured, live in bad neighborhoods, have no home security system, no dogs, bad lighting, no gun safe, etc. have a much higher rate of gun thefts from burglies as well vs. people who's situations, environment, and safeguards are different.
I leave a gun in my car, especially if I have to go into a courthouse or federal building, but I take precautions that make the risk of theft statistically insignificant. I'm not more worried about my gun being stolen out of my car than I'm worried about my gun being stolen off of my person or out of my home. YMMV: to each their own.