What kind of movies are you talking about?
Action, sci-fi and other kinds of movies full of fights, battles and all that stuff: To keep the vehicle out of the action so that it doesn't get damaged (If you REALLY want to know why, watch Avengers: Endgame, the scene where they have to get the van)
Porn: I don't know, I'm not a sick person who watches something like that where the main actor/actress parks the vehicle somewhere far away and then keeps humping his/her counterpart until they reach the main "action" zone and then start getting down to business there.
Animations: It be like that sometimes, One Punch Man, Family Guy, Simpsons, all of those should be good examples of why one should keep the means of transportation far, far away from the main action place.
Key word here is damage. You don't want your only way of escape, when things get worse, to be in the middle of the action or somewhere close to it, you'd most likely want to put it somewhere you can find but your enemies can't so you can just hop on in it, kick the tires and light the fires.
That gotta be it.