My main issue is the car can be (push) rolled away without a key (manual transmission) So it can easily be rolled and steered away with no impediment.
"MY" reason for the steering wheel lock. I wish i could find an easy to use shifter lock that could keep it in a gear. or a lock on the handbrake. where a key is (could be) required to release the handbrake.
I can move my Focus physically with one hand. Release the parking brake, shifter in neutral. push. no problem. It rolls really easy. Way easier than my old Contour.
At least the Focus has a intruder alarm. If the door is opened with a key (or at least NOt with the remote fob), it will sound the alarm after so many seconds unless the key is inserted in the ignition. (or something like that)