This is how...

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Let's not forget there's also a device that plugs right into the OBD port and can start just about any car makers model...

How does it unlock the steering wheel?

Aren’t they mechanical mechanisms?

Any chance they left the valet key in the owners manual/glove box?

About 10 years ago, we were at an event where almost every lexus/bmw/mercedes was broken into. My brother's door lock was broken, which apparently automatically lowers the window. Glove box contents were dumped. Police said cars with valet keys in the glove box were stolen, apparently common to leave them in car.

You sure it was stolen, and someone didn't forget where they parked it?

here is how they do it.
 

OPEN THE DOOR
https://youtu.be/I36M4jaPXpg

START THE CAR
https://youtu.be/_JfLtSR-4Vs

Police found it six blocks away. He always parks his truck in a two block radius.