The newspaper reporter who was carjacked mentioned that the guy didn't have a shirt on. Makes one think that he was in the middle of changing when he got the gun from the guard. But that doesn't mean she was in the room with him. He possibly was dressing alone and then got her to come into the room with him.
Would you want to make a jail break in a high-jacked car while clearly wearing a jail issued shirt?
He took it off on his way to the parking deck.
One of the reasons he checked the trunk and back seat before screeching out of there, may have been to look for a jacket or shirt to wear.