Only because it makes it easier for the legal owner to gain access. If you're not the legal owner, then the glass is pretty fragile and there's even much quicker and less destructive ways to enter a vehicle. Also, electrically, you can start almost any car in under 5 seconds without the key and disable the steering locking. The people who smash the steering column to gain access to the wiring are literally doing more work and damage than needed.
Remote starters make the task of taking a car so easy that you literally look like you own the car as you're getting in and driving away.
I never have taken a car and don't have a need to but I've demonstrated it to friends many, many times. As long as cars have an electronic ignition system you will be able to start it up faster than the owner who has the key if you know anything about electrical circuitry. The lock on the door and the key is literally just there to give the owner a false sense of security. ...or "to keep honest people honest" as the saying goes.