I fail to see how you can't lock the door, if the signal is being jammed then you get no indicator flash or lock sound. If you had left a door open then you would get a long audible beep. Even if you accidently open the door the car locks itself after 30 seconds.
Either they had a key (unlikely as they should have just nicked it) or you left it open.
Either they had a key (unlikely as they should have just nicked it) or you left it open.