Its not that you're not supposed to leave them in the capsule when its not in the car, but that babies shouldn't be in the capsule for longer than two hours at a time (which answers SB's query). My parents used to live a 2 hour car drive away so the two hours sticks pretty firmly in my mind.

I have a capsule for DD#2 because its supposed to be the safest car restraint for babies, but that's the only reason. Otherwise, FWIW, I find its actually a pain taking DD#2 out of the car still in her capsule. It is pretty heavy (and she only weighs 4.5 kgs at the moment) and its awkward to carry because its quite wide. To me it is one of those things that is better in theory than in practice.