Wouldn't the bad guys doing the intercepting need to be fairly close to you in order to intercept the signal as well as be close to the car to identify what the heck they stole the code for in the first place? I doubt they wander around the mall intercepting random codes hoping they catch a Porsche and not a Renault Le Car. The exact time it is best for them to intercept codes is when you exit the car and head into the store. That is the time they can identify the vehicle the code belongs to and have the added advantage of knowing you are not going to report it missing for a period of time since you are shopping. That is also when you would have the key out of your $10.00 Faraday bag so you could lock the door.
For me, investing in good insurance is a much better solution then dime store internet hacks when it comes to protecting my cars. That way I am financially safe no matter how careless I am with my keys.