Bottom line is if you have concerns on how safe it is, then you probably should not do it. You mentioned about one night in a campground is a waste. Then you need to decide whether or not the money you waste is worth it to feel and possibly be safer than staying in the parking lot.
We've never done. Never had to. We are planners and always have had a place (campground/park) to stay each night. But of course, every where we have gone has been within a days drive from home. Personally, if I had a choice, as an LEO, I would opt for an rv park. But I am concerned more about the safety of my wife and my daughter than I am for myself. And to be honest, RV parks generally have quiet hours (most of the time they are pretty much adhered to), but parking lots do not. I don't think I would get a very good nights rest in one because every little sound I heard would alarm me and keep me awake. As well as it would my wife too.