Someone stealing the garage fob does happen, but it's rare. It happened to a co-worker of mine.
He parked his car in the same underground garage at work everyday.
Thieves broke into the car, found his address from the ownership papers he kept in his glove box, took the garage door opener thingy, and took a drive out to his place.
They had all day to rummage through his house.
He didn't even realize his car had been opened because the thieves took care to close and lock the doors again.
When he got home, the garage door was down, but when he walked into his house he saw the looting that took place. He was not a happy camper.
One thing I do now is I lock the door going into the house from the garage.
I used to keep it unlocked. At least now if someone gets into my garage, they only steal stuff from there and not from inside the house.