Locking the car doors is good advice for another reason: you're less likely to be thrown out of the vehicle if you're in an accident.
Elderly lady in South Bend, Indiana was stopped at a light and a man came up to her open window. He ordered her out of the car, she put her cigarette out on his arm. He screamed and fled; she turned herself in to the police for injuring him. The cops didn't hold her....