I almost had a similar thing happen to me. My Sport has the somewhat-nice 8-spoke alloys. I used to always take the park'n'ride to school, and there was a fellow student with a Pacific Green 'tour there too. One day, coming home from a day of work and classes, I go to get in my car and I see the other 'tour across the lot sitting kinda funny. Upon closer inspection, I notice that the driver side rear wheel is missing, and the car is resting on the drum brake. The guy was there giving a report to the Sheriff's department. The really sad part was that the car in question had steelies with the ugly starfish hubcaps

Why take a cheap steel wheel with a plastic hubcap when they could have taken one of my alloys?

If you can afford it, take the insurance money and get yourself a set of nicer wheels and wheel locks.