Well to a certain extent and alarm is an alarm.
It will sound if any of the doors/bonnet/boot are opened. It will also sound if a window is broken and someone climbs in etc.
A top spec alarm will only do the same. You pay extra for exterior sensors and conveinience toys.
Also a theif will find a harder job locating a standard fit alarm than an after market system as all the wires are part of the main loom and the brain will not be noticable.
As for the Audi immobiliser, it is a very good one. Better than after market stuff IMO.
It is integeal to the dash gauges and involves three key elements. The dash gauges, the ECU and the key.
Basically you need all three parts for the engine to run. Even if they get your car, they wouldn't be able to start it easily as they would require a new ECU, dash panel and key to get it to work as you need a secret key code from audi to adapt new parts to the system.
An after market immobiliser is a box a reader and a few cuts in the loom.
I used to be an alarm fitter and I've seen some very easy to get round units as they are only as good as the fitter.
Hope that helps to calm your nerves a bit!!