Well it got very easy to do for a while with the early keyless tech, then it got very hard or impossible again recently with the advent of certain tech. In particular the "relay" attacks are now impossible with the advent of UWB tech in keys as Time of Flight response can be measured accurately enough that a relay won't work. Some of it got better with some really brain dead improvement to security - like just making the keys sleep and not respond to commands if they haven't been moved for more than 10 seconds, that alone eliminated the entire model of stealing cars from people's driveways by just using a relay with a key inside the house.
Unfortunately thieves always seem to be a step ahead and figure out things like location of CAN buses to connect diagnostic equipment and clone keys that way, that's why you sometimes hear about cars with ripped out headlamps because there is a CAN bus connector behind them.