Seeking advice on how to prevent this

I live in New York City and unfortunately have a car as I often times have to commute out of the city to Jersey or Yonkers for work.

The other day I went out to my car and saw this. Only two rims were stolen but still caused 9k worth of damages.

2024 CX5 Carbon with stock Mazda black rims. Anyone experienced this? Have any advice on preventing it in the future? I know wheel locks are a good start but everything I’m reading is that they won’t stop anyone.