To be safe, yes. I've left my car with a Disklok over the steering wheel and the proximity key locked away in a signal blocking box. Your primary defence is a 'Faraday Bag' (Amazon) for £10 - £20. That blocks the signal from the proximity key so it cannot be cloned and boosted, allowing a thief to steal the car. You can test it by approaching the car with the proximity key inside the Faraday bag. The proximity system should then be blocked.