In the TCH, at least, if I'm not mistaken (and as someone else posted), if the key's not found in the car, the MFD will sit there telling you so, even if the car is still running. If you go 600 miles ignoring the warning, I'm thinking you probably run into other problems as well... If you left the fob outside, there's a warning, and if you lost it inside, you shouldn't have any problem starting it again. On the other hand if you lost it inside you can't lock it, and anybody could drive it.

So yeah I'm not going to claim there are no issues or risks. But some of them should be mitigated by paying attention to the obvious alerts provided by the car.