Anything that isn't locked up out of sight is fair game for thieves.
Even with the Tuffy console and storage trunk I have, I don't leave anything that cannot be replaced.
I also have a reinforced hood lock to prevent people from taking my battery or anything else under the hood. A few months back a neighbor of mine caught some thieves attempting to steal a radiator out of his car. Yes, a radiator. They broke into the car just to pop the hood.
I have comprehensive coverage that will cover theft.
Eventually, you get used to the idea that your vehicle isn't secure. But then you realize that as a matter of fact no vehicle is secure from theft. Glass windows just provide a false sense of security.