I'd tell them to stick it. You're allowed a wallet, keys, and watch here.
Could be a move by the security guard to get people to leave their wallets in their cars so their buddy can break into peoples cars. Here the security guards are mostly scuzzy looking temps without any CLEET certs or other training.
I like being the first one out in the morning and opening the door to the guard shack so fast that they almost fall out of their chair and I'm out the other end before they realize whats going on. They should be guarding something and not sleeping anyway