Should the key come out of the ignition with the care turned off, but in drive?

What is your question?

My car has been having trouble starting for about a week. It will not turn over, and I leave the key on for a little while, and it will usually start. It shows, service theft system, check tire pressure, engine oil change due soon, and check volt gauges. Today when I tried to start it, it wouldn't start. My son jumped it and it started. Also, the A/C kicks on automatically. It hasn't ever shown check engine soon, or service vehicle.