Apparently the OP’s work place is in a neighborhood with a higher car theft rate than most. Having to unlock a gate to get in the parking lot suggests that.
I used to regularly visit a company on business that was in a really bad section of Roxbury, and they had 8-foot chain link fencing with barbed wire on top around their parking lot. The first time I visited there I drove in, and they admonished me never to do that again. They had me park in a parking lot outside the area and came to pick me up when I visited. The company owner told me they had their employees park in a “park & ride” lot outside of the area and picked them all up in a company van, dropping them off again at the day’s end. He also told me that they made sure they were all out of the area before the sun set every day.
I still think carrying a spare key and locking the car door when stepping away (leaving the engine running) is the best solution in this case.