Is the CX-9 Shock Sensor Alarm standard on 08 Grand Touring Models?

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I'm glad that I was able to find a place that seem to be more helpful than all of the dealerships. Just signed up today. I purchased a 2008 Mazda CX-9 GT 2 months ago. Currently as 3,000 miles. I love it! I week ago it was broken into by the dumbest thieves in the business. They tried to pry my door handle, both driver side window panes and stuck a screwdriver in the key hole on the driver handle. After vandalizing my car with these half assed efforts they decided to take out my driver side window. I am guessing no alarm went off because they had so much time to try every single trick in the book. On the mazda website it says that the shock sensor alarm is standard on all Grand Touring models. (When you go to the security tab on the mazdausa website) I contacted my dealership and they are not even sure if it comes with an alarm. When I asked them if I could get one installed they said that they do not install alarms on Mazda CX-9's. That if it didn't come with one from the factory I would have to purchase an aftermarket one. I have never heard the alarm go off in the short time that I have owned my CX-9. Well, the total amount of damages to my new ride was $2,200. This includes new leather upholstry because the stupid thief sat on the driver seat that was covered in glass. I appreciate any help or info on this subject. Thanks!!!