Faceplates are generally a PITA to get. Always remove it and take it with you.
My wife took off the faceplate and put it in the glovebox, so the thief popped the stereo, opened the glovebox, and took off. If it wasn't there, I'd probably only have to replace a broken window as opposed to a broken window and HU.
AFIK, the blinking light does just that --- blinks.