Heads Up

Good advice! In addition, be aware of your surroundings (shady individuals hanging out) as you're returning to your vehicle with a bag or two of stuff...

One reason to be happy my truck is bare bones and has no remote.

From Snopes:
Origins: Automobile remote keyless entry systems (RKE) were introduced in the 1980s. They’ve proved to be a big hit, making it easier for the grocery-laden to unlock their cars and sparing many of the terminally forgetful from finding they’ve left their keys in the ignitions of their now-locked vehicles or their purses on the seats of same.

The earliest RKE systems were quite vulnerable to the sort of attack described in the warning e-mails quoted above. Their RF transmitters (usually built into key fobs) sent unique identifying codes that could be picked off by ‘code grabbers,’ devices that recorded the codes sent out when drivers pushed buttons on their remote key fobs to lock or unlock their cars.

However, times change and technology advances. In response to the fixed code security weakness, automakers shifted from RKEs with fixed codes to systems employing rolling random codes. These codes change every time a given RKE system is used to lock or unlock car doors and thus rendered the earlier ‘code grabbers’ ineffective. That form of more robust code system became the industry standard for remote keyless entry systems in the mid-1990s, so automobiles newer than that are not vulnerable to being quickly and easily opened by criminals armed with the first generation of code grabbers.

It is theoretically possible for a thief armed with the right technology and the ability to manipulate it correctly to snatch a modern keycode from the air and use it to enter a vehicle. However, it’s unclear how many (if any) crooks have managed to overcome the issues of complexity and time involved in the process to use it as a practical means of stealing from cars. If the scheme requires would-be thieves to have specialized knowledge and equipment and spend hours (or more) crunching data and replicating a device to produce a correct entry code, its application to boosting valuables from cars in parking lots would be rather limited. As Microchip Technology, the manufacturer of KEELOQ brand RKE systems, noted of this possibility:

The theoretical attack requires detailed knowledge of the system implementation and a combination of data, specialized skills, equipment and access to various components of a system which is seldom feasible. These theoretical attacks are not unique to the Keeloq system and could be applied to virtually any security system.
So far we haven’t encountered any documented cases of items being stolen from locked cars via entry gained through the use of code grabbers, much less evidence that it’s a widespread form of theft. There have been a few reported incidents of thieves’ managing to gain entry to locked vehicles through the apparent use of some form of electronic device, but the specific nature of those devices has yet to be determined. In some similar cases it has been speculated that thieves who have been stealing purses and other valuables from parked vehicles have been using a device that blocks remote keyless signals and thus prevents car doors from locking (rather than using a device that emulates remote keyless signals to open locked doors). In 2016, researchers theorized some makes and models were potentially vulnerable to such an attack, but again there was little to indicate that cars are routinely (or even rarely) stolen in such a fashion: