If the chances that something bad will happen are nil, why wouldn't it be OK to leave a kid in the car for a short period?

You're disregarding the point that removing the child from the car may not be without risk either. The consequences may be less serious than abduction, but the probability of it happening may be much higher. In the example I gave, it may be a reasonable assessment of the relative risks to decide that the risk involved in carrying a child across a busy road (twice) is greater than the risk of briefly leaving the child in the car.