In your example that's thieves who really wanted the wheels and probably profiled him and came prepared. That's not someone driving up and down the street looking for an opportunity to score a set of wheels. Frankly, I don't think anyone is going to be that dedicated just to steal a set of 18" Enkei's or factory 18" Audi wheels. They not exactly a $6k set of HRE's.
Exactly, which is even more to the point of why bothering with those complicated wheel locks when you're talking about the Enkeis or factory wheels? If you had $6K HREs, I'd say go for it. Otherwise, why not use a basic type like the first set you linked to? Their simplicity might give you less headache down the road because of their material strength and no moving parts that could break.