First and formost, there are no "dumb question"...
If you leave a key in the car (i.e. for running the engine for a pre-start warming), I'd strongly advise to have your
second key somewhere outside the car, just in case. Because it is possible to have the car lock itself, no matter where the key may be.
The key being in the car does not insure that the car can't be locked. It has happened to a Dealership: a customer car was locked with the key inside and the car on the lift. They had to wait for the owner to come with the second key before they could move the vehicle.
Just a precaution when doing this...