...in case she locked the keys in the car

To appreciate that you have to know why she started to keep it there in the first place. See...

the blonde was with her blonde friend one time, they went shopping. After they came out of the mall they got to the car and found that they had indeed locked the keys inside. At that point it started to sprinkle, and the first blonde (who now keeps the coat hanger in the car) said to her friend,"hurry up! it's starting to rain and the top is down!!"