This is the safe thing to do. A bag heavy enough to set off the sensors (usually 10kg) is gonna kill someone if not belted in in an accident.
It is not uncommon for bags to go through the front windscreen and kill someone in the car that crashes into you.
With respect.
It's uncommon to crash.
It's rare to have a 10kg bag in your car.
It's vanishingly unlikely to have a 10kg bag in a position where it can fly through the front windshield and hit, and kill, someone in the car that crashes into you.
Of course there's enough kilometers driven that it happens, but that doesn't make it anywhere close to 'not uncommon'.
Unrelated too but in France you must put your seatbelts before starting the car. It’s the law.
the alarm mostly stressed me out more than realizing I was not wearing a seatbelt, which only made it harder to find a suitable exit so I could stop the car and put the belt on!
I think this is mostly an edge case though, because I probably held a much lower speed than expected in the parking lot due to being very inexperienced behind the wheel.
No idea about other countries, but in germany you are allowed to not wear the seatbelt while driving "walking speed". So that makes some sense.
Unrelated but also relevant to the story: My father's new car (a brand-new Nissan) starts yelling at you to put the seat belt on the second you start the car. It's really annoying because the rest of the car systems take their precious time to start up, so I like to start the car first so the stupid computers start booting and THEN put my seat belt on. But that means being bullied by a loud alarm every time someone uses that car. Why oh why? My Audi only starts the alarm once you actually start driving, and even then only if you go faster than 10km/h or something.