I'd rather them just take the bloody car rather than be confronted by a gang of thieves in my bedroom during the night.
Mine has a tracker and most of the time they would try & hide a car for a few days after stealing it - by that time I'd hoped to have had the car recovered anyway. If not, then it's just a car that can be replaced. Massively inconvenient of course, but it depends if you value your families safety more - which I do.
My current Mk 7 is keyless and my new 7.5 due in the next week or two is not as I didn't spec it which is something I am VERY happy about & won't miss.