My daughter is 5 and I've been leaving her in the car alone for about a year. But only to run in to the gas station to get a soda (and only the one right by my house) or into Little Cesears for pizza (storefront is all glass windows and we are parked right in front of it). I lock the door and take keys w/ me and tell her not to open it for anyone, including grandma!! Not that grandma is bad, but I want her to understand that the car doesn't get unlocked for anyone. And if anyone tries to talk to her, she is to scream and scream and scream.
But, I wouldn't leave her alone to run into a store where I couldn't see her.
Wait, I lied. I did run in to a Walgreens once while she was napping so I could use the potty (emergency!). It was the middle of the day and I was so nervous doing it, but it was an emergency. I normally wouldn't do it.
Having said that, I do think a 9yr old is ok to sit in the car, doors locked, w/ the 3yr old for a few min. Not a full grocery store or Target run, but a quick in and out run.