Doubtful that thieves who have these skill-sets are targeting VW's. I wouldn't worry.
Yeah, I don't think anything would have stopped those thieves. If they were that intent on stealing that 1 series M I don't think that the presence of "the club" would have done much to stop them.
Locks keep honest people honest. Not buying the Autobahn system because of KESSY sounds like a bad excuse for not wanting to spend the extra $$.
It's probably just as easy to "hotwire" a car and requires less computer gear to carry around than hijacking a KESSY system.