Here’s how I understand the issue:
A keyfob is a radio Transmitter. To unlock your car you need the radio transmission to reach the car. The keyfob doesn’t transmit a signal when at rest. Therefore putting a keyfob in a Faraday bag achieves nothing.
That is a possibility if you aren’t normally keeping it in the bag unless being needed in the moment.
It is far more common for the attempted theft to occur late at night because thieves avoid greater risk.