A Man And His Family

Riddle: A man and his family are going for a drive, when they run out of gas. They are three miles from the nearest gas station, so the man has to walk there to get gas. He knows that they are in a bad area, so before leaving he tells his family to roll up their windows and shut their doors, which they do. When he gets back, all his family are shot dead. None of the family are homicidal or suicidal. How did they die?