This looks like some sort of wireless key replay device in action?
That guy must have inspired by the watch dogs. That is the reason why traditional manual systems are significantly more secure.
Most likely, keyless system.
The solution is simple, implement your own battery kill switch. Or if someone doesn’t wanna do that, pop the hood, disconnect the negative battery wire, leave it dangling.
But a kill switch is better. Can be installed under the dash, accessible from the driver seat.
Starting a car without the key is quite common with the right tools.
On hyundai/kia new cars there is a sticker outside at the back, which has car VIN and other important numbers, notice the guy initially used that information, then he came back.
I think the sticker is visible on the C pillar when the car turns around.
We are suppose to remove that sticker but Indian mentality is leave everything as it is.
I have read somewhere that storing key in a “Faraday Cage” box always (when not in use) is a solution to avoid remote key cloning. No clue how helpful that is.
This is too much. 15-20 lakh vehicle is stolen just like that. 
The car seen in the video was most likely stolen via relay attack method but what I don’t see is that there should have been an antenna during the hijacking process. It’s a two man job where one aims the antenna towards the location of key FOB and the other starts hijacking process using a tablet like the one seen in the video.
Could be that since the car was new so was the battery in the key FOB which meant a separate antenna wasn’t needed to strengthen the signal from FOB but usually signal that a FOB emits is a very low range one for which you 100% need an antenna to pick up. The owner of the car also filed an FIR but that is a must have for filing insurance claim.
KIA cars (along with hyundai) are also notorious for being stolen very easily (almost always through the relay attack method).