In some parts of the US, you get your window broken when you leave your car locked. Unlocked, your stuff just gets ruffled because you know not to keep anything worth money in the vehicle.
People just break your windows anyways because they don’t expect the door to be unlocked. Have heard this anecdote from friends twice. Also the people breaking into cars aren’t typically the most sober or mindful of detail. I had my car broken into a little while ago and they stole a bag of tools on the seat but ignored a like new MacBook Pro on the floor of the car. The point is that you can’t win and should enjoy losing.
It's true - when I used to park on the street in SF, I left my doors unlocked after multiple break-ins through the windows. I had nothing of value in the car (not even a car stereo, it was stolen and I never replaced it), but apparently they didn't believe me and wanted to break in and check the glove compartment and center console to be sure.