Over last summer nearly 30 Model S/X were stolen in the Netherlands. All through a relay hack (information on how to execute is trivially found on the darker places of the web). So yes, Teslas are not immune, this attack vector works against a number of brands. Keep your fob away from places that can be approached easily (like your frontdoor) or better yet, keep it in an small enclosure that acts as a cage of faraday. Or turn passive entry off, but that's obviously a denial of service.
PS. Cars were all parted out. Lucrative enough because (some) Tesla parts are difficult to come by but otherwise fine salvage car are not.