With conventional key - you need to get to the OBD port to pair a new RFID chip to start the car.
With Keyless - you can use the OBD port to download the encryption key, or you don't even have to get to the OBD port to break the encryption (you can do it via RF).
With keyless - no close proximity RFID - It is the removal of this additional step of requiring a RFID chip to be in close proximity to the barrel, and instead relying on LF & UHF RF on a keyless system, therefore, compared to a conventional key, presents a weakness which was not present if the car had a conventional key.
In addition, keyless is also subject to RF relay attacks - simply put your hand in the handle, car issues the challenge via LF, you have a simple RF relay amplifier which wakes up the key in your house. Key issues response via UHF, this is relayed back to the car and you open the door, get in, start the car, and off you go.
Re the £15 Lock Pick - yes, relatively easy to open the door, but then you have 10 seconds to use the lock pick in the ignition barrel (not as easy as the doors) to get the ignition on, before the audible car alarm (for what it's worth) starts sounding. With keyless, the audible alarm is helpfully silenced once the doors are opened via the RF communications.
We are going round in circles with this, it cannot be denied that having a Keyless System presents additional methods to start the car, that were not present in one with a conventional key.
And yes, if they want your car, they will take it. Regardless of which system it has. But one has more ways to crack it than then other.