Faraday cage bag will stop them grabbing the key code alright. In my road there is one new VW van with a large yellow bar on the steering wheel. No cars have ever been stolen in this road as there are too many houses looking onto the road.
Some people in Town have found a very good way to prevent theft of the car. Quite a few failed to tax their cars so DVLA locked the wheels up for them.
What does happen at night is young kids trying car doors and if open, they go in looking for coins. It used to be satnavs but not many of them in use now.