Hard to prove empirically either way, I think. Even if they do, it's then arguable if this is worth the noise pollution etc. Probably depends on the circumstances in any case, so any empirical result would be too specific to be of any use. Science!
A thief can disable your blaring car alarm in like 30 seconds. Enough time for anyone listening to go "wow someone must have hit the panic button in their pocket" and move on with their life.
