It's true these thieves can get into a car with tools that nobody will notice. They are very clever at it and usually have a helper staked out as a lookout.
If you have to leave your dog in the car for a few minutes park up close to the building where more people are passing by. This time of year thieves are looking to steal gifts out of cars in parking lots and a cute little Yorkie would bring in some money or work as a gift for the family of a thief.