Interesting. Proves newer vehicles are easier to get into than the older ones.
I have heard of it being done on my type of keyless entry, when you press the button on the keyfob, someone within 10 meters could record the radio transmission, and play it back when they want to get entry to the car. However this wont help them start the vehicle. Unlike the newer versions of keys that are always transmitting so when you just get near your car it unlocks.
Another point to prove wireless is not that way forward. Putting a key in a lock isn't difficult, and no one is going to copy that key if it's in your hand. People worry about home WiFi security but they keep using Wifi, just plug in a network cable and you know that no one is going to intercept that signal as you know where the two ends of the cable goes.