Just found your RR and caught up now. It's ironic that two pages PRIOR to your bike being stolen I saw it listed on my friends FB page. The bike looked familiar but you had hard cases. That's when I read the next page about the GL and saw the pictures...
About locks. I had my XR650R attempted to be stolen in Guadalajara this past winter. I was on the edge of downtown and a shady area. The thing is the bike was parked on the street, covered and cabled locked through frame, wheels, and around a concrete park bench. They tried to smash the lock after failing to cut the cable....
Point is, it'll happen anywhere. My guess it's not going to be the first time you run into this. I think the disk lock that's an alarm might help but as mentioned, they can get through anything easily if prepared.
You are taking this very well. I hope the bike is returned! I hate how dishonest some people can be.