Yup, I would doubt they would have it on the road standing out like it does other than to get it where they want it. Good luck finding it, it's the worst feeling having your pride and joy stolen.
As for alarms and taking keys, my keys are with me ALWAYS for the Passage, and it has about 5 other things protecting it (besides the alarm which is also has) but I still worry about it! It never gets left around shops or anything either.