It’s called a relay attack. Thieves just amplify the normally very weak signal and intercept communication. This allows them to unlock the door, and if push start, bypass the immobilizer to start the car. If a key is still required, this doesn’t work for starting the car.

The general rule for key fobs is never keep them near the door where the car is parked. Place them on the opposite side of the house. If you want to, some suggestions around the web include making a homemade Faraday box to put your key fob in.