Would have not matter if your car was locked or not. They would have still gotten the rims, and the factory alarm is not shock activated. At least I do not think GM cars are....
Anywho, whoever took them did it for the rubber. Not the rims. The camaro comes with perralli's ? Even if not, they come with a decent enough tire that someone would take, re-sell cheap, and make a buck. Its the new "make a buck deal" A use tire shop will buy them no questions ask. As for your rims, they will sell em to. Someone looking for a Spare, or drag radials rims will get em in a heartbeat.
Always buy wheel locks with nice rims or tires. On my stang I have hub locks and wheel locks. The wheel locks also have a very unique key, that not any universal lock will fit.
If your feeling really good, use 2 wheel locks on one wheel.