"Something horrific" can happen anywhere. I actually saw a car hit a stroller just yesterday (thankfully, all of the children were okay.)
This child was sleeping, while belted in a locked car. Heat/suffocation was not an issue. The mother was within sight & 30 feet away for no more than 4 minutes.
What exactly do you imagine might have happened? Do you worry that the car may have been hit by another vehicle? That can happen at any time . . . and I submit it's safer to be hit while belted into a carseat within a car than to be hit while sitting in a stroller or merely being held by a mother.
Since the vehicle was not running & was locked, I don't think theft or mechanical misfunction were likely, and if someone were attempting to break in, the mother was within sight & could react immediately, just as she would if she were in the vehicle & being carjacked.
Since the child was belted in, if she DID wake up, she could only get into what was within reach.
I'd really like to know what tragedies you imagine might occur here & fairly compare them to the potential tragedies of walking amid a car lot with 4 itty-bitties.
And I'm curious if your own child/children has ever gone more than 4 minutes without direct supervision. If not, when do you sleep?