The reason I put them on mine is convienence. I know that anyone that wants to get in it can get in it. That's true with ANY vehicle. If someone wants into a new Taurus- all they have to do is use a brick and aim for the door glass. The same window removal tool works for every vehicle on the road.
I have installed keyless entry and remote start since '95. Todays alarms are just that- ALARMS. They aren't going to prevent someone from braeking anything on your car because they are reactive, meaning they don't do anything (other than flash an LED) until after someone has broken in or at least attempted to break in. Todays alarms are much more a convienence system than a theft prevention system. That's why you see things like trunk release, remote start, window and sunroof control, and other stuff like that. None of those things are going to stop a thief from stealing your car. They will make it more convienent for the owner though.