Is it ok if I leave my key in the ignition?

[Gjohn3707]

I store my car in an unheated garage, it is secure. On cold days the key is very hard to turn. I found that leaving the key in the ignition makes it very easy to turn even on the coldest days. I keep my battery tender connected during the cold months, and only drive if snow and salt clear off the main roads. So what can go wrong if I leave the key in during winter storage?
Thanks