It may be a tiny improvement but it only takes a few seconds to clip a steering wheel and release those locks (link doesn't work for me but a quick search shows something like the club).Car U shaped theft - Temu Canada
car u shaped theft car theft universal car at Temu, part of our Automotive shop .www.temu.com
If you want to use a physical lock, a brake pedal lock is a far bigger hassle for a thief (and if you chase them, there is a really really good chance they will crash hard). It's not very visible from outside the car so they have probably broken in already though. It's also a pain in the ass to install every time. The pic I posted was easy to find but has some obvious design flaws that limit effectiveness. Pic shows concept though.