Here's the big reason setting off car alarms is dumb (aside from the fact that it's an asshole thing to do)
When car alarms go off for false reasons, people stop paying attention to them. When people stop paying attention to them, they stop having a point.
If I rolled through your neighbourhood bassing and set off a few alarms, then came back 10 minutes later and broke into your car, how many of your neighbours do you think would assume it was just bass again?