This is wrong thinking. Insurance will replace the window. More importantly, you have allowed the criminal to train you to help them. You can do what you like, but I'm not inviting the criminal to steal anything from me. Rather than give in, we should be taking steps to correct the aberrant behavior.
My father gave me some sage wisdom when I was small. He said, "The determined thief cannot be stopped. With enough time and planning, any security system can be breached. The idea is not to prevent any kind of thief, but to slow them down as much as possible. By doing that, the less determined thief will seek sport elsewhere."
I could live in a prison and drive an armored car. That will stop almost any thief. However, I don't like either of those things so, I compromise. I don't leave my doors unlocked and I try to keep my head on a swivel.
I don't like blaming the victim, but, friends, leaving the keys in your ignition is just stupid squared. I wouldn't do that out of habit, but I probably could if I have my dog in the car: