This could be a generic claim, but some devices are detectible in low power mode via BTLE / Wifi emissions. I would generalize though that this is more a scare comment for people not to leave valuables in the car.
I have been warned of this before. Technically it seems easy enough. I do not treat it as a scare tactic but would be interested in hearing opinions on it from others.
The easiest response is just don’t leave valuables in the car. Otherwise 100% expect you are tracked for advertising purposes in stores via fingerprinting. Have been for years.