Hi,
I'm sorry to hear that! I hope the authorities get your car back soon!
I own a Lupo and I think that unless your Polo is not the newest model with the 4 round headlights the anti-thief system is the same as mine. So, if the thief gets to turn the cylinder on the door with something (a key or more probably a screwdriver) as the key would do, the alarm is disabled; which means he can get into the car without making strange noises. I know that some (in fact several) Audi's were stolen by installing a "special" ECU in the car; that ECU was prepared to work with the keys the thieves had. I don't think that the thief did this, as the car was parked in the city. I mean, somebody would have surely said something at that guy if he was dismantling half of your car there on the street (The ECU is placed under the wipers). But I think also that there's too much indifference in this world.

I whish you good luck!