Other than being able to call your insurance company in the middle of the night do you think a glass break sensor is going to deter a thief? Car burglars rarely pilfer a vehicle for more than 20 seconds and then they are on their way. By the time law enforcement arrives (if they arrive) the burglar would be long gone.
More than likely if the glass break sensor looked inviting the thief would likely take it hoping to make a buck selling it!