You're not paranoid if they really are out to get you. My sister in law won't open her garage door unless she is in the vehicle, it is running and the car doors locked.  And for her area that is not paranoid. If you are uncomfortable doing it, it's your truck.  Personally I feel sorry for all these diesel pickup owners who can't shut their truck off when they go someplace because it won't start ;-)

I seem to recall reading someplace idling is actually bad on a cool diesel engine because fuel will wash down the walls and contaminate the oil.