Minnesota (especially the northern part) gets REALLY cold in the winter. People with remote starters will start their car remotely if it's been parked outside more than an hour. People without those may want go outside, start the car, then go wait inside to avoid freezing your butt off for 5 minutes while the car gets to a driveable and habitable temperature.
Yeah, but then your car might as well have a "start" button, keys aren't necessarily.
Lots of cars let you take out the keys when the ignition is in "armed" state for this reason exactly. No need to leave the keys in the ignition while you aren't there.