I don't know about later games but San Andreas had "thug NPCs" among the crowd that would randomly steal cars, yours or other NPCs. It is true that the most dangerous threat your own car was ever at risk of was being deleted by a cutscene. (when you parked too close to the red marker)

I don't know about later games in San Andreas had "thug NPCs" among the crowd that would randomly steal cars, yours or other NPCs. It is true that the most dangerous threat your own car was ever at risk of was being deleted by a cutscene. (when you parked too close to the red marker)