Really wish she had just kicked in a window, but easy to say from my couch.
I think this feature is a poor design choice from BMW, there is no reason why a thief wouldn't just break out the window. Car alarms are useless these days, so I don't buy setting off the alarm being the "safety feature." I fail to see a use case where this would be beneficial.
As a side, it's startling how hot a car can get as quick, I remember an interesting autoblog video about this very subject: