I'm late to the party here, but a few things to consider:
1. Given your description of the manner of the theft, you were being watched. Someone knew the car was there and knew they could get it.
2. Programming a new key with most modern OBDII cars is easy peasy. I've seen guys commenting on boxes and laptops. Well, they don't need a laptop. If you know where the dark corners are on the web, you can buy a "kit" that will reporgram a key in seconds. Just plug it into the OBDII port and hit a button. Bingo! New key fob.
3. Anything in the car that is in the computer system is vulnerable. That would include onstar. Again, if you have the knowledge, it's a simple plug into the OBDII port with a bluetooth adapter and then you can use and app on your phone to turn options on and off at will. Onstar is simply a matter of changing a 0 to a 1 (or similar) and it's off. I do the same things to my cars and friends cars. For example, I added adaptive cruise and lane keeping to my 2016 F150. The hardware just plugged into the harness and the computer already held all the codes, they were just turned off. A couple keystrokes and it was all working. Manufacturers don't make 20 different wiring harnesses for vehciles anymore. They generally make only a couple different main harnesses and plug in harness extentions as needed for options. Same in the management systems: they make one system that runs all the options and acessories and then the turn options on/off in the software. It's just cheaper for them to have one system designing and then "hobble it" as needed.
4. He likely had a fob if he just walked up, got in the car and left. You can program a fob pretty quickly, but your description leads me to believe he either had a valid fob, or (as you were being watched) they captured your signal and bootlegged it into a blank fob. The other, more disturbing, possibility is that the thief works with (or knows) the dealer and they programmed a fob to use at a later date.
5. If you had a garage opener in there (or homelink programmer) change your door codes right now! It doesn't always happen, but thieves will often steal/buglarize a car, take the door remotes and when the owners are out they get into the house through the garage. Once theyre in the garage, they close the door and have all the time int he world to break in through your man door. It's unlikely you will ever see them around your place again, but better not to take chances.
Anti-theft:
The things already mentioned are good, but I have a few variations on them that I use.
1. Starter kill. Pretty simple, except thieves know how to disable them. Even more so if you have it "professionally installed". Installers all use pretty much the same techinques, so a thief pretty much knows where to go to rip it out. I use what's known as a "reed switch". Basically, it's the same thing you see on the door/window alarms. The reed switch is a normally open switch, but whn you put a magnet next to it, it causes the metal "reed" to flip over and make contact with another strip in the switch itself. this makes continuity and whatever system you have interrupted now works. I hide my reed switch behind a plastic panel somewhere and only I know where to stick the magnet. I also usually interrupt the fueling circuit. Why not the starter? Well, start defeats thieves are pretty well versed on and can find it in very short order. But with a fuel kill, they can start it, they may even get a couple dozen feet with it and then it just dies. Now the thief is in a stalled stolen car in the middle of the road somewhere and it will crank but not start. That's attention they don't want and will usually just bail right there before someone starts asking question or offering help.
2. Alarms. Well, I'm not a fan of them. Except for one type: the have an option for shutdown and a range of .5-1 miles. I like these for the car jacking issue (used to travel through the US a lot where its a bigger concern than CA). What they alow you to do is when they shove a gun or something in your face at a stop, you just put up your hands and get out. Then, as they get about a block or two away, you pull out your fob and hit the "kill" button. Car stops in the middle of the road and again, car jackers usually don't want to deal with that and just bail. You walk up a couple blocks (once you are sure it's safe), get in your car and drive away.
3. OBDII port. Thieves access the vehicle management system through the OBDII port. There are a couple ways you can foil them. One way is to cut the power wire and install a switch. When the thieves plug in, there's no power and the scanner just doesn't see anything. The switch is now a problem though, a thief sticking their head under there will see it and off they go. Here's what I do: first, I make a trip to the scrap yard. I find a car similar to what I'm driving (or same manufacturer). I cut out the OBDII port and a foot or two of wiring to it (or however long I can get). Then, at home, I unbolt the factory OBDII port and tuck it up inside the dash somewhere well out of sight. Then I bolt my "fake" port in place of thereal one and run the wiring up into the harness somewhere. I finish with a good black vinyl tape wrap to conceal the wiring, making it look factory. Now, if a thief plugs in, they get nothing. They take a few seconds to check things but nothing looks out of place, so they take off. The longer they are there, the more likely they are to get caught and they know it. Truthfully, I more do this to keep dealer techs out of my vehicle system. I've had dealer techs arbitrarily hook up the OBDII scanner and just update my ECM. They did that once on my truck and it messed up my drive-ability and MPG. I supposedI could have bught one of those port locks, but this is a sure fire way to know they aren't downloading/uploading crap in my truck without my knowledge. The vehcile might need an OEM update, but don't do it unless you ask me first.....
By looking at the stripped pictures, this car was pirated for it's parts. There was never any other plan, so I'd say most of them were already "purchased" before they even came off the car. You can see they took all the wear and crash damaged items like the doors, rear bumper, engine, trans, etc. They left things like the abs computer, brake master, etc. The missing parts are what body shops and repair shops are usually looking for because they go quick. Had the car not been recovered stripped, it would have likely been in a container and heading overseas. Professional thieves don't steal cars to resell in the same continent, much more likley to get caught and it's harder to "re-vin" a car in NA than other parts of the world. And parts.....well, pretty much untraceable. they sell them where ever they want. But most are smart enough to not sell them locally. They go across country or down across the 49th....
Sorry someone got your car, that really sucks. There can't be severe enough punishment for someone who steals something someone else has worked so hard for.....