It is an insidious problem. There were a couple of kids around here that weren't stealing the cars, they were just breaking into them on driveways at 2AM and rummaging around for spare change and what not.

Almost every countermeasure defeats the convenience factor. One proposal was to have the key light up and you pressed a button on it to say 'yeah do your thing' but at that point why not just have the old style push to open fob?

Perhaps something magnetically coupled rather than RF coupled will help keep it reliably a near field sort of interaction but even that is subject to a slightly more sophisticated relay device.