OP, is there any chance you keep your comfort access keys close enough to your parked vehicle that even though you lock the X5 it is within range and when a thief approaches the vehicle and tries the door - it opens! They push the start button and it starts so they drive off but can not start the car again because they have no key? Just a hunch.
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17 Tesla Model X 90D (I've been converted!)
PAST: 14 Tesla Model S P85D, 16 X1, 13 X5 M-sport, 04 M3 Cab, 08 E92 M3, 08 535xiT, 07 X5 4.8i, 06 E90 325i, 87 E30 325i, 85 E30 318i