Yes unfortunately you do have to worry about your car getting stolen.
I've had break in's and have had many questionable people eye my cars and wanted me to sell it to them at their price... needless to say I'm sure their kids were hungry and they were going to pay me with Crystal Meth money.
For some reason the gangbangers in St. Louis LOVE Cutlasses. I have many stories of when I lived in Southern Illinois of these people running out of restaurants, getting out of their cars and running across intersections and people chasing me down from across the parking lot just to come up to me and say "SELL IT!" jeaah boi! I think Nelly has something to do with it....
I've learned my lesson and don't even keep some of my cars at my house, I only keep one there and it's the daily driver that I wouldn't care if it was stolen. They will need a steering wheel, and have to figure out how to start and shift my car... I have some other licensed theft deterrents as well.