Car thieves now look for keyless cars, they spoof the door lock and once inside reprogram the car via can bus to accept a new key and drive away. Major problem in London and other large cities here in UK. Mr Beans answer is probably best lock the steering wheel in the boot with a padlock.
Are thieves really that smart (or resourceful) though? I'd love to see the stats. It sounds "easy" in theory, but in reality, what is the prevalence?
In Australia there have been a few theoretical/suspected cases where this has happened, but involves far more effort and greater chances of being caught. The old "steal the keys, take the car" method is far more successful, since most people keep their keys at the front door, on the kitchen bench or in a top drawer somewhere.
Your higher end cars like BMW, Audi, Volvo, Mercedes etc... are quite hard to steal. You can't just plug in a laptop and off you go (Volvo doesn't even allow a Volvo dealer to apply the Polestar tuning to their cars, it's done remotely from Sweden). Subaru, Kia, Hyundai etc... might be a different story, I don't know?