Yes, I have turned around for a knife, but it depends where I am and the possible consequences. If I’m well in the way to work and running on time, no. I’ll feel uncomfortable without a knife, but I’ll use my discomfort over it as a lesson to myself. I’ve done that before. If I’ve just locked my front door and started my car, I will turn it off and go back inside to get one if I forgot.
I used to keep a Leatherman Wave in my car’s glove compartment many years ago, until the car was broken into, and the tool was stolen, along with a $5 cardboard window shade(!). Although I no longer have that car, I also no longer stash knives in my car because of that.