Did you even read the first story that Bart posted? If you did, chances of you asking a redundant questions are zero.
Secondly, many times I have passed cars with keys in the ignition and someone in the car not paying attention. Either they are watching TV or fiddling with their mobile phone. In 5 seconds I could have gotten into the car and drove it off. If I had an accomplice, add another 3 seconds and he'd be inside.

Drive for 5KM and dump whomever is in the car off the road while going at 80ks. That's why you shouldn't be in the car alone.
If you think the lock is safe, people can casually walk up to the car, smash the windscreen and unlock the door. With the key in the ignition, the alarm is clearly off. You're going to shout? There will be either a machete or a gun to your face. Shout all you want.