Really depends on the phone and how the controlling organization (whether it’s a private company or the IDF) uses MDM/MAM. It’s totally possible to poorly manage iPhones, and if you do they’ll be insecure as hell. If you were to restrict everyone to a specific Android phone model with hardened software, then you could theoretically do better than deploying all iPhones. Hell, you could even put GrapheneOS on them, but that would be quite an undertaking, and I’m not aware of any company doing it at scale.
Because of the homogeneity of iPhones and how strictly Apple controls them, it’s generally simpler for organizations to manage them and ensure all of their employees are using updated software on a relatively secure phone. So that (in my opinion) is why we’re seeing a lot of organizations just say “screw it, only iPhones allowed”.
Are you sure it auto locks? The simplest explanation would be that you forgot to lock it, and it didn’t lock automatically. Maybe your home is close enough to the car that it still senses the key is nearby, so it won’t lock itself?
To answer your specific question, don’t keep anything visible in your car. Thieves usually only target cars that they can see have something inside.
A friend of mine used to live in a high-theft area and drive a “rag-top” convertible that he knew would be easy to cut open with a knife. So, he just left it unlocked, with nothing valuable inside, and nothing bad ever happened. A few times, he came back to find the glove box and center console had been opened. But that was it; the windows were never busted and the car was never damaged.