I would say that is never a good idea to leave your stuff in the car anywhere. If I had to look at my own personal statistics I would have to say that California is much more dangerous than any region in Italy, since our family cars were burglarized 6 times in California (last time in Alameda, California in Aug 2021) and never in Italy (including Sicily or even Naples). Although the car of a friend of mine had the trunk opened in Riomaggiore in 1982, and the thieves decided to steal my bag only. I wouldn’t take risks with anything of value that you wouldn’t want to be shared with the “local community”. Take valuables or important docs with you, and if you don’t mind the possibility of losing some of your clothes, take everything out of the bag and scatter it all over the trunk. Don’t make it easy for them to grab a bag with all the contents. If you can back the car against a wall or tree so that it is not possible to,open the trunk, do that too.
Statistically, the top 5 provinces with the highest rate of car theft are the provinces of Barletta, Naples, Bari, Foggia, Catania (in this order). Catania is in Sicily, but 3 out of the 5 are in Puglia. There were 393 car thefts per 100,000 people in Catania in 2021 (561 in Barletta).
If it can be of any solace for you the car theft rate in the SF Bay Area was 1,161 per 100,000 in Oakland, 589 per 100,000 in San Jose, and 480 per 100,000 in San Francisco. So even Sicily seems to be safer than where I live. So if you come visit our California beaches, leave the bags in your hotel and carry only a wet suit (you will need it to get in the water around here).