http://content.usatoday.com/communities/driveon/post/2011/01...
http://www.schneier.com/blog/archives/2012/07/hacking_bmws_r...
http://reviews.cnet.com/8301-13746_7-20085131-48/remote-unlo...
http://news.consumerreports.org/cars/2011/03/researchers-car...
Here's a video (with no commentary, unfortunately) that shows someone who has apparently decoded the signals from a car remote and is using the remote and an arduino, to toggle some LEDs:
http://www.youtube.com/watch?v=doELL4g4cS0
I have little doubt that there are hackers out there who can easily build a device to remotely unlock / start cars that use keyless entry. In fact, I'd be far more surprised if there weren't.
Edit: to elaborate... when I say "What's the big mystery" I'm referring to a notion, which I interpreted from the article (rightly or wrongly), that people are totally unaware that this kind of thing is even conceptually possible. I don't claim to know the exact exploit or mechanism being used here! Just pointing out that this general class of attacks isn't something totally foreign and unknown.