The most popular cars in Switzerland are VWs, and they're also the most stolen.
Geee, you just go on and on with your stupid generalizations!
Volkswagen are currently most stolen car but not because its popular or expensive its because there are so many so its easy. You deliberately forgot to tell lots of Bentlys and Porches are stolen to not because they are many because they are expensive. It also is different between regions so totally different reasons for thefts and none has anything to do with your dumb ; choose a current car model you like. Any brand. generalisation.
Tooki's assertion that the cars most commonly stolen are stolen to be parted out is true, at least here in the US. "Chop shops" are a real thing; a stolen car will be brought to one and parted out in a couple of hours.
And consider this: a stolen car, reported to the authorities as such, cannot be registered, which means it cannot be sold nor can it be driven on public roads. If there's no buyer for the car, there's not much in it for the thief.
To clarify all of this: here in the US (I cannot speak for anywhere else in the world), the owner of the vehicle needs a title (indicating ownership) and to drive it legally, the car must be registered with the state and insured. Ownership of a car cannot be transferred without the title changing hands, and to do that, the seller signs over the title (and that's witnessed by a notary), and the buyer must immediately take the title to the state motor vehicle agency and register the vehicle. The person at the agency runs the title through the computers; if the car was reported stolen and not recovered, the agent will immediately flag that! If all is clear, the buyer will then be given a new title in his/her name at a current address.
(If you move to another state, your car must be registered in the new state and you must present the title to the new state to do that. You'll get a new title with your new in-state address.)
The thief won't have the title to the stolen car (the titles to my cars are in a safe-deposit box at my bank), so the title transfer can't be done legally and the car can't be registered, so no fence will take it and no private person will buy it. This leaves few options: obviously, the chop shop. Here in Arizona some cars vanish across the border into Mexico, but that's tricky because a car carrier truck will be checked at the border. A private driver might get lucky. Of course, the border is porous, so going out and driving through the desert might be a route.
As for stolen luxury vehicles, that's often done by joyriders who end up wrecking the cars, though I'm sure there is a black market for BMW parts as lucrative as the one for Toyota parts.