Why anyone would leave any weapon locked in a vehicle on the street at night is beyond me.
Every parked vehicle is a target for burglary, every night. Money, GPS receiver, credit cards, cell phone, power saw, computer, gun....
My, that is a bit silly.
Maybe we should just not have ANYTHING, because it could get stolen!
Life is a balancing act. Why do you think the Ruger LCP sells so well? Because guys say "If I ever get in a gunfight, I think a 380 from a tiny gun is the most effective tool to use!"
Of Course Not!
people carry small guns because they realize that they will sucumb to human nature and not bother carrying a large gun, no matter how tactically sound it is...because it is too inconvenient.
The small gun is not perfect, but because those people are REALISTS they balance poor performance against increased likelyhood of the gun being on-person when needed.
I think the same applies to guns kept in the vehicle. For many people because of the rules of the state they live in (and possible work place restricitons) a gun in the car is as close as they can get to a gun close by.
Now, of course, one must again take a realist view. One must realize that due to human nature there will be times when you don't bother taking the gun to the car. So just like the LCP is not the BEST fighting weapon, a gun in the car is never TOTALLY secure (but then, with enough time a criminal can get into your gun safe too) but it is a reasonable comprimise.
Now, the next step in reality is to judge how secure you are, and consider having a car gun that is less valuable in case disaster strikes....but the flip side of this is 'what if the disaster that strikes isn't a theft....but an attack!' Then do you really want to have to defend your life with a $150 gunshow makarov vs the $850 SIG 220 all because on the off chance your gun is stolen you'd be out $700 more dollars?
$700 dollars is pretty insignficant compare to a life. (of course, an additional $100 for a quality lock box would be smart too)
No matter what choice you make, IF your gun gets stolen, it doesn't matter if it is your old makarov, your new SIG, if it was just in the glovebox or in a lockbox cable-locked to the seat-frame, it is NORMAL to be upset about it.
So, to the OP. Man, I feel your pain. Any theft, even just a stereo, feels like an invasion. To have the item stolen be one that is both valuable and beloved is an extra kick in the guts. I am sorry. To round it out, the fact that it was a GUN is an additional unpleasant complication. I hope it is returned to you one way or another.