This varies widely from state to state. Generally, it’s best to keep tools you expect to rely on for self-defense on your body, so that they’re always available, and always in the same place. This makes training to use them effectively much easier, as you only have to practice retrieving and employing them from one location. It also eliminates having to worry about the legality of objects left in your car on company property, or at an airport, etc. Finally, for pepper spray in particular, extreme temperatures (even on a hot summer day inside a car), can create leaks, or explosions, that’ll make your vehicle very uncomfortable to use until professionally cleaned.