Yes, been asked at JFK and also not been asked at JFK. And somewhere else which I can't remember.
Like most of this security nonsense it seems to be at the whim of the rentacop on duty. It only p*sses me off mildly and not worth fighting over - I just snicker/snort and sometimes
.
(I think if you just 'dumped' it outside the lot, they would ding you for a parking ticket and towing charges. You really want that ?)