Forrest J. Ackerman (former publisher of Famous Monsters of Filmland) was in Italy with his wife when an attacker smashed the car window and killed her in a robbery attempt (in 1990, when she was approx. 78 years old).
Having your windows rolled up may prevent some intrusions, but it won't make you 100% safe. Criminals in Europe can be quite savage and broad in their technique.
I do remember when that happened and we were appalled. We, especially my wife, were well acquainted with 4EJ in the 70s & 80s, when we still lived in SoCal, and were somewhat active in SF circles.
Still, it is good advice that is too often ignored, leading to needless attacks by those without a weapon, like this drunk.
Nothing is 100% effective, not even CCW; but why “invite” possible extra trouble by casual opportunists, just because a locked door won't stop the determined criminal?