I don't think you need anything extra on the car as they obviously can't take it at the moment anyway , they just want the keys, the best option is to try to stop them getting in the house I guess, if you want extra things on the car I would add an anti hijack which let's them take the keys but they still cant take the car, well not for any distance anyway, a visible deterrent could be a disklok but then they will be searching for the key to this also !.