A car with Immobilizer needs an unique code. Once it recognizes that code, it will start. That code is in your key.
I would rather get my car stolen, without me there, instead of being threatened with a Gun, simply because my car has an Immobilizer.
Another way to steal a car with an Immobilizer is to change the ECU to an ECU that you possess and have the key for or to get a laptop, some software, so when ever you press ' LOCK ' or ' UNLOCK ' using the remote, it will pick up the Unique Code.