Unless you can still use the car's heating (which usually presumes the motor still works). You're definitively doing, you're definitely better inside the tent.
This can be told both from experience, and science-based.
I've once slept in a car at slightly-below-zero before. Half an hour and you're done. On the other hand, sleeping an entire night at sub-zero in a tent curled around a young woman is not only tolerable, but quite comfortable.
As far as science goes, a tent will have a heat transfer coefficient of about 4-5 for each layer of fabric (so somewhat below 4 if you count them both), but the layer of resting air between the two walls significantly reduces the overall figure, to about one half. Heat lost is due to radiation, convection is (practically) zero, assuming you're not sleeping on the naked ground.
The car's windows will have a heat transfer coefficient anywhere from 6 to 8, and the chassis, although somewhat insulated, will not be much better since the metal is an excellent thermal bridge (with transmission coefficients in the 50-60 range). You have two sources of heat loss here, radiation and convection. Metal is awesome for convection. Not so awesome if you want to preversepreserve heat, though.
