I live in a very good neighborhood. I walk my dog all over the place, and, I'm always amazed to see so many cars parked in front of houses with the keys in the ignition. Talk about an invitation!
If you lock your car and put valuables out of sight, 9 times out of 10 a thief will look for an easier mark. But, if you leave a new BMW parked in a rough neighborhood, the car itself is a valuable, and it will probably be stolen.
I hope you didn't leave the keys in the ignition?