Yeah ... I like the comfort of the car. No doubt. You are the one who has to determine the safety of where you are at and decide to stay in your car, watch your car from a distance away, or just not stop there. There are variables for every situation. We all have to determine what is the safest option for us.
But I can tell you, with complete certainty, that getting out that first time was by far the best decision I could have made. That security guard story? There was a lot more to it, but it involves stalking, a gallon of water removed from my gas tank the next day, notes, the guard (Tom) waiting for me after work (I ran a bar then), etc. And I was out on the desert, well away from my car, when I saw his van pull up and eventually saw him take his flashlight out looking around the area. That was the first time I got out & it was probably because as my car started to sputter and lose power, I finally figured out that he was behind all the times my car wouldn't start & he was right there to help. And more. (Gaaah, I haven't thought about that night and that guy for years. Super creepy.)
I always listen to my gut & am really glad I did so that night. And it's always an option.