Precisely that's what I think - but you never know - personally I think I'd rather chance the madman and get out of my car and away from it as possible without it being out of sight - I'm like you arc - I will always have a coat with me in the boot and if not I have a blanket anyway - most essential piece of equipment.
I've seen a video somewhere on the internet of a cop pulling a car over on the motorway, talking to the driver through the window and a 4x4 flys past and the wing mirror hits the cops arse
Have to say as a woman who usually drives alone, it's instinct for me to get in my car and stay in it and lock it. Plus I like the warm. Wouldn't go breaking the habit of a lifetime, sorry!