do people who park their vehicles all night on their steep driveways not worry about the vehicle rolling out of gear? why?

You out it in PARK or in SECOND GERAR if it is a MANUAL TRANS and THEN appky the PARKING BRAKE as a SAFEGURD! 

If it's really steep, they will often put a chock under a wheel to prevent rolling, especially with a manual transmission.

Manual transmission. 

The vehicle doesn't roll out of gear. 

The vehicle creeps slowly, turning the engine very slowly, while in gear. 

So the vehicle moves over time. 

My dad always worried one our cars would roll into the house across the street, and insisted we check the perking brake while idling in reverse before shifting to park,

A friend learned a lesson on our driveway when he dumped the tranny into park before he set the brake, it took five of us to rock the car up hill

while he pulled down on the lever to get out of park, the whole weight of the car was on the parking pawl. These were all auto trans,

My brothers 442 was easy, just shift to reverse , pull the key out, and set the brake, but that car would not roll back even without the brake.

You put the parking brake on first, that's what it's for, to hold the vehicle still when parked (or in other circumstances). Then you can put it in gear, most people use first or reverse, or use the park facility on an automatic transmission, as a backup. 

The park facility on an auto isn't intended as the sole means of holding the car, it's quite flimsy in some ways and should only be used a a backup.

I put the parking brake on first, then  shift to park. It has not been a problem parking in my steep driveway more than 30 years. The P-brake takes up the stress when properly adjusted and I've never had a car pop out of park.

I would suppose that if they were worried about it, they wouldn't do it. You're supposed to engage the parking brake and then put the car in park. If you do it the other way, it's your transmission that is taking all the weight. Most people I know who drive automatics rarely even think about using the parking brake at any time, much less know how to use it properly.

You ALWAYS apply the parking brake BEFORE putting it into park.

And you turn your front wheels so that IF the car slides, it will be stopped by the curb.

Parking brake actuated while vehicle is in drive/reverse/neutral with service brakes engaged.  Once p brake is engaged, proceed to park.  Parking brake on 99% of vehicles just actuates rear drum brake, or small inner drum inside rear disc brake rotor.  Basically, just locks up rear wheels.

Most people cannot even open the hood on their cars.  They do NOT worry about that stuff.  When the car is broken, they get their car fixed and move on. 

The most important thing to many when they get home is finding out what is smelling good in the kitchen or if they still have beer in the fridge.