I had a similar experience yesterday at the YWCA in Minneapolis. There was a 7 year-old boy sitting in his car when I pulled up. I probably wouldn't have noticed him if he weren't sitting on the back of his car as I got out of mine, and I asked him "where's your mommy?", he said "at work". Then "where's your daddy?", to which he replied "in there". So I asked some men who were nearby if one of them was his father, but it turned out that his father was working out in the gym! The front desk people brought the boy in to wait for his dad. It reminded me of when that father left his 4 year-old in the casino parking lot last spring.
Since I alerted the Y staff (who are wonderful), I didn't call the police. The boy was from another culture, so I'm hoping that the staff explained to his father that here it is not OK to leave children unattended in a parking lot. I'm guessing that in his country, as in many, it is acceptable to leave kids unattended.
If it were somewhere without a caring staff to take care of the unattended child, I would call the police. Otherwise what can you do, stay with the child until the parent returns?