I suppose on one hand the only person going into your room should be whoever is cleaning it. And you hope they are trustworthy.. On the other hand the vehicle is locked, and while harder to get in to, it may be more accessible to "undesirable" people than your hotel room would be, if they were to choose to try to steal something. I think I'll take them into the room. I've had cars broken into before and have always been nervous leaving things in a vehicle.
-Jake