In/out privileges are common at hotel parking facilities in more car-centric cities. But they're virtually unheard of in Manhattan, where cars get packed into parking facilities much more tightly and parking or retrieving a car at most facilities takes significant time and valet manpower.
Follow the advice in this thread. If you were planning to rent a car at LGA, skip it and wait to rent the car until you are ready to leave Manhattan. If you were planning to drive here from elsewhere, park your car when you arrive and use other modes of transport once here. Even if you have to split up between two taxis or Uber/Lyft/Gett vehicles, it's not likely to cost significantly more (and may actually be quite a bit less) than parking an SUV in a different garage every time you go somewhere. And it'll be more convenient.