Most car thieves don't steal them because they're nice - well - not unless they're planning on taking it to a chop shop.. Sure - that happens - but I'm not sure what % of thefts happen for this reason.Another advamtage of owning a rust bucket. No one would want to steal it but if they tried I can tale the keys out while it's running which I always do so they won't get very far without being able to turn it over when they shut it off haha
If your car is stolen because you left it unlocked and running I'd say it's more likely purely a crime of opportunity and not because it's a sweet ride.
All of that said - they can always park it in their garage/somewhere secluded and get to work on the ignition either destroying the lock or doing whatever they need to be able to re-start it without the key. Heck - if the key can come out while it's running chances are just about any similarly shaped key will work.