I have to disagree with this "AND on top of that, never lock your car.". A lot of thieves will just go from car to car, trying doors to see if someone left them unlocked. If someone locked it, they'll move on to the next car fast because they know that someone will eventually have. Locks are not thiefproof, but they are a deterrent.
You are correct though, if they want in, they'll get in. Breaking glass is something that will draw attention, so unless you're in a secluded place I think that's not as likely either.
However, there are many quick tricks to getting your car doors unlocked. Just look at how long it takes a locksmith to come unlock your car when you've left your keys inside! And sunroofs are a favorite of some car thieves; it takes just seconds to pop those babies open.
I can't belief they would leave their jewelry in the car though; that's just insane! My dad and I do tradeshows frequently, which means we gather a bunch of cash from people paying cash, and of course all the credit card receipts. When we are done, we NEVER leave those. I carry a backpack purse (Looks like a mini backpack) and all the money and credit cards go into that little backpack. It weighs a lot less than any purse I've ever picked up, as well! I would never leave jewelry in the car; it would definitely be treated just like cash, and stay on my person at all times. Especially with jewelry; that would have easily fit inside a backpack or purse.
I notice they left their purse in the car as well. That was just begging for something bad to happen

There are lockers in those places, they could have used one. And if that wasn't available, you'd think at the very least they'd stick it in the trunk! Sure, trunks aren't safe either, but I hear more about car breaks in through the front then in the trunk!