I have not tried to driving it without the keys. But several times I left it running while going back into the house to get something. It's nice that I can start it on cold mornings let it warm up without me in it, kind of like remote start. It's all good n' fun until I watch someone take off in my car that’s nicely started and warmed up for them.
I may have to try driving it without the keys just to see when of if it cuts off.