[rrsteer]

Is Mercedes a safer car than competitors (Audi, BMW etc) in terms of thefts?

Well the data from German insurance industry does seem to suggest that.
I happened to be doing some research on insurance companies in Europe, when I accidentally found this data pasted below.

Please check the column for claims frequency. Its a ratio, so a standardised number. While all expensive cars like BMW, Audi, Porsche have high claims frequency only Mercedes is an aberration at a very low number of 0.4.

So either these cars have better passive safety features or in an unlikely case are not in demand (unlikely because MB, IMO outsells the other two - BMW & Audi - in Germany; and its absolute figures are very high)

PS : The data is for Germany