Worthless car Alarm on 2002 GMC Sonoma

What good is a car alarm if the thieves can turn it off? I had a window broken recently and the theives made off with a few minor things but I couldn't understand why I heard no alarm? Then I realized al they would have to do is unlock the door, open the door lock it again and then shut the door. Voila! alarm stops. They rumaged through the glove box that I can't lock because there is no lock on it. So many features that are suppose to bring "peace of mind" but fail bady.

Asked by for the 2002 GMC Sonoma
Nothing is theft proof.... Nothing!.... However I do see your point!! One would think breaking the glass would activate the alarm..... Now unlocking and opening the door without the remote or key WILL set it off..... i.e. a slim Jim tool.!!
I have locked the door from inside in a hurry and just by nudging the loose door has set of the alarm. I turned it off by unlocking the door opening the door. So yes the alarm will go off when the glass is broke but I can't hear it if Im asleep. so, does it go off for a length of time then stop? Because 3 hours later when I go outside to drive in my car and nothing is beeping something happened.