I have no idea how they did it.
Low tech pros use a stinger, basically a low profile tow truck with a hydraulic extension at near ground level that comes out, grabs the tires, lifts, and drives off. Popular with repo guys as well for obvious reasons. Take the truck a couple of blocks to a more private spot, load it on a flatbed or hook it to a proper tow, and off it goes. About the only thing you can do is lock your steering wheels all the way left or right when you park so that it won't drag straight, assuming you can't park somewhere secure or blocked in by other objects. Anything that slows them down makes it more likely they go jack someone else's stuff.
High tech pros use technology that grabs your fob's signature and duplicates it into a fob they have, then start it and drive as normal. This is a PITA to protect against, especially if you're in a high population density area.
Amateurs wait for someone to leave the keys in the vehicle or do 'rock rentals', in which they supply the owner with a small amount of drugs (crack being the old school choice, hence the name) in exchange for a set time period of use of their vehicle...and then just forget to bring it back.