This is a Hollywood thing where writers in Hollywood don't know how the normal world works: storing the keys under the sunvisor is a thing that is done with studio vehicles in studio lots because the car changes hands a lot and so keeping the keys in it just makes sense.
It might've been common in a few American cities Hollywood-adjacent post-WW2 as well, but the accepted explanation is essentially that it's Hollywood being Hollywood - probably that it's a rite of passage as a junior team member to be unable to find the keys and then have someone show you they're in the "obvious" place.
Though I suspect at this point it's a writing shortcut more then anything else: we all know it's a movie, in movie's this happens, and in the plot in that moment you don't want to deal with "can these characters start this car".