I wouldn't, but more because society has conditioned me to feel uncomfortable with it, rather than it actually being a risk.
Risk of car being stolen - yes, a very tiny risk, but if that happened, its overwhelmingly likely that they baby will be dumped outside in its car seat somewhere, to be rescued by strangers, rather than coming to harm, or someone throwing it out of the window, as was suggested earlier. Generally the type of lad who nicks cars, has no interest in harm coming to to a baby, and no interest in turning his joyride into a murder or attempted murder charge.
Risk of someone kidnapping. It's only a small minority of paedophiles that kidnap thankfully - its too high risk, even if they want to. So you'd be looking at a small minority of a minority population happening to secretly be in the specific place you do drop off, in case anyone leaves their child around. Think of many Scandinavian countries where babies nap outside shops and cafes in rows, and its not thought of as a risk.
I'd guess (given cases I've heard in the media these last few months) that there are more cases where babies have died by being hit by a car, whilst on a pavement, than in a parked car. Certainly, it's safer to leave them in the car at a petrol station. But then sometime always says 'but what if you get runover and they don't realise there's a baby' failing to realise that if you took the child, both would be run-over 😉
I think it's acceptably safe, but society says no, even though we let our babies take higher risks daily.