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It does happen anon, a friend had her car trashed while camping.
I saw a prank video years ago where people put car alarms inside windows 8 boxes and left them around, when people picked them up it would trigger the alarm.
I'm gonna hook something like that up to my car so when the door handle is tried, the alarm goes off immediately.
Still rare as fuck to ever happen so have no fear, it's part of life in industrialised society that afforded you the car in the first place