I think the chances of one of these are slim. The type of criminal that nicks car stereos is looking for the easiest car/easiest stereo to actually steal as quickly as possible and also wants to be able to shift it on as quickly and easily as possible. It's much easier to do this with an aftermarket stereo rather than a OEM model that's specific to the dashboard of 1 or a few models as they are limiting their potential client base.
I would say there is no more risk of the Sony being nicked than the cd6000 it replaces.
Then again when I lived in Grimsby ("Yorkshire" to anyone who doesn't live in Yorkshire even though its not) I was a victim of car crime 4 times in 3 years all nicked stereos and also nicked wheels as well on one occasion. That was 15 years ago when cars were easier to break into, since living in west Midlands I have never experienced it in that 15 years, unless you count car park dings/dents
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