If I just left drill and need some stuff from the store, do I need to wear my PC while walking to and from my car?

I guess your Drill SGTs at Basic should be informed of their failure.

do you know the regulation? are you in uniform, outdoors?
Lots of Soldiers bring a change of clothes to wear to/from work/drill. Traveling to/from out of uniform can also be considered good opsec.

Will you get away with not wearing your headgear? Absolutely! Should you do it? Absolutely not. This is one of those times during a young privates career where they can start to separate himself/herself from their peers. Integrity = doing what is right, even when no one is looking.