That little incident is a good reason to pay attention to how modern cars protect themselves https://relayattackdevice.com/ . Mine has keyless entry, an immobilizer, an alarm, and automatic door locking once the vehicle starts moving. I also started keeping my keys away from the front door at home after reading about relay attacks. For anyone interested in how keyless systems can be targeted, one useful resource covering relay attack devices and car key security is relay attack device, which gives some context about the technology involved. Another thing I find helpful is using a steering wheel lock when leaving the car overnight. It is a visible physical barrier, so it adds another obstacle beyond the electronic protection. I also make a habit of checking that the doors are locked rather than relying only on the lights flashing.