The Lane Keeping Assist (LKA) system has become a standard feature in recent car models. While marketed as providing auto-steering capabilities, the system's operational characteristics and safety performance remain underexplored, primarily due to a lack of real-world testing and comprehensive data. To fill this gap, we extensively tested mainstream LKA systems from leading U.S. automakers in Tampa, Florida. Using an innovative method, we collected a comprehensive dataset that includes full Controller Area Network (CAN) messages with LKA attributes, as well as video, perception, and lateral trajectory data from a high-quality front-facing camera equipped with advanced vision detection and trajectory planning algorithms. Our tests spanned diverse, challenging conditions, including complex road geometry, adverse weather, degraded lane markings, and their combinations. A vision language model (VLM) further annotated the videos to capture weather, lighting, and traffic features. Based on this dataset, we present an empirical overview of LKA's operational features and safety performance. Key findings indicate: (i) LKA is vulnerable to faint markings and low pavement contrast; (ii) it struggles in lane transitions (merges, diverges, intersections), often causing unintended departures or disengagements; (iii) steering torque limitations lead to frequent deviations on sharp turns, posing safety risks; and (iv) LKA systems consistently maintain rigid lane-centering, lacking adaptability on tight curves or near large vehicles such as trucks. We conclude by demonstrating how this dataset can guide both infrastructure planning and self-driving technology. In view of LKA's limitations, we recommend improvements in road geometry and pavement maintenance. Additionally, we illustrate how the dataset supports the development of human-like LKA systems via VLM fine-tuning and Chain of Thought reasoning.