The thief peers through the windshield of your vehicle, writes down the VIN number from the label on the dash, and then goes to the local dealership selling your make of vehicle, request a duplicate key for the VIN.
The dealership makes a duplicate key from the VIN, collects payment from the 'customer' who's really a car thief, and presents him/her with the key. The thief goes back to your vehicle and drives off to the chop shop.
No breaking the window, steering column, and no sirens. Never draws attention to himself.
Solution: Place a piece of opaque tape (i.e. electrical tape, duct tape or medical) across the VIN, located on the dash board. In most, if not all states, it is illegal to remove the VIN, so cover it so that it can't be viewed through the windshield, by a prospective thief.