Where I keep my keys acts like a faraday cage. So no additional hassle for me. Not that our 2 are new enough to attract those types of gangs.
Only one is keyless entry, but both are keyless start, so presumably both vulnerable to relay attacks (once physical entry acquired to the non keyless entry one).
But I don't really consider this any more vulnerable than any other system:
Keys only - easily picked or jimmied.
Rolling code remote fob - long broken and decrypted on most systems, including VAG and GM
Transponder immobilisation - still vulnerable to replay attacks
Also, immobilisation was never secure - a few years ago when ze Germans were desirable, the crocks just carried around engine ECUs with the immobiliser programmed out.
It's always going to be a game of cat & mouse between the manufacturers* and the shitheads of society. And as Viral Jim says, there are always ways of getting into a car and driving it away which involve personal safety issues.
*well, the OE manufacturers of the security systems, rather than the car manufacturers who I suspect just build the software on the OE hardware, and that software is probably more for integration than core security?