Hi Jan
I don't know, as we've never parked or even driven in the centre.
In times gone by the area around Stazione Porta Nuova was somewhat seedy, but I've seen that change in the last decade or so. It seems tied in to a conscious facelift to the area / addressing some of the social issues.
As this is effectively a multi-storey car park, I'd be more confident than say isolated free parking on waste/rough ground. CCTV and staff would help discourage. That said, ensuring nothing obviously expensive wass visible, plus ideally covering the cases, would be a sensible precaution anywhere.
Finally, do plan the route carefully in advance, so you know where you are going. Corso Vittorio Emanuele II is a very busy road, with coaches pulling in, trams turning or needing to be given space, scooters zipping around, just dropped off tourists a little unaware and lots of people needing to change lanes. In addition, anywhere north of this road in this area is ZTL so do avoid driving inside that huge block from Staz. Porta Susa to the Po, Corso Vitt Em. II to Corso Regina Margherita.... with from memory that car park being the narrow exception, as entry and exit are within the block, but not the ZTL.
FWIW It sounds like the best option
Regards
Ian