I suppose it would be the same as if one were to see a child left alone in a car in any instance (e.g. at a store or the bank). One can call the authorizes if there is a concern, but the severity of the situation and how it's handled is then left up to the authorities to decide. But if you do go this route, the family will very likely stop coming and things could get messy.

Normally, I'd be fine with parents leaving a sibling in the car if they were just running in for a minute. But in this situation, I agree it's worrisome. I'd suggest just bringing it up with the parents. Say something along the lines of "I really worry about ____ being left in the car while you pick up ______, just because she has run off before. I would hate to see anything happen to her. I hope you know it's ok to bring her in."