Originally Posted by
Mitsu3000gt
All locking a car does is deter crimes of opportunity - if someone wants to steal your car badly enough, they are going go regardless of any extra key-based security measures. More than likely your car wouldn't have been stolen if the keys weren't in it - most criminals are lazy and not at all intelligent. Also chances are your locked car is going to sustain significant damage while the thieves figure out it's too much effort to steal, so you aren't much further ahead in that scenario.
Alarms do nothing either - try to think of the last time you heard a horn hoking alarm go off in a parking lot or something - nobody even looks. 99% of the time it's the owner setting it off because they have no idea how their car works.
I don't know exactly how your key system works but I have proximity keys too and with mine it makes a loud beep and the doors lock as soon as I walk a certain distance away from it - if I don't hear that, the keys are obviously still in the car.