Better be safe than be sorry, lock your car even when you are inside. I was in Nice last November, rent a car, registered plate are from the nice area but they put a bit sticker on the petrol tank to tell you which type of petrol you need to put in it.
To make a long story short I had to stop for direction as I was lost. Don't like to ask direction to people on the street so I went to a bakery and a man came out to show me where to go, he was a local and he gave me the advice to lock the car even when I am inside which I thaught was a bit odd so I told my husband about it when i went back to the car.
I never ever lock myself in a car but from now one, I do it. Luckily the car we rent lock itself as soon as the motor starts because 5 minutes later, we stop at the red light, I turn my head to check on the children at the back and what did I see a young man early twenty trying to open the back door, as soon as he realised he couldn't open the car, he runs straight back to his accomplice who was waiting for him on a moppet.
it gave me the fright on my life that someone could try to open the car doors when my children were inside to try to steal something.