Why? They don't have child locks on the doors. You're gonna be stuck trying to explain to somebody why you think it's OK to carry around a life hammer when you inevitably have to go through a metal detector. Plus cars in developing countries aren't built as heavily as ones in the west - you could probably just kick the window out if you need to. Just don't wear flip flops everywhere.

You're probably going to be some level of taller/wider/stronger than the driver too if you're a western tourist in a developing country. I've ridden in thousands of developing country cabs. Most drivers are normal people just trying to get by and won't try anything.