I don't know much about how car ignition systems work but a parallel example is the USB peripheral. There can be a powered USB port and one that's not. Maybe they have a device that gives power to the car via the port. They must have an inside person on the payroll - like someone who works at a legit bmw service center in on it.
it seems that BMWs are the most targeted... if you look to see how many BMWs there are on the road vs MBs, at least here in the SF Bay Area, there is a maybe 3:1 or 5:2 BMW:MB ratio. It's kind of like the Toyota Camry, so easy to unload parts from the cars.
Also, as far as the MBs go, the SLK, SL, SLS lines are much less common than the C or E classes. Thieves tend to go for more popular vehicles since there is more of a demand for them intact as well as for spare parts.
For prevention, I am not sure what MB is going to do. Best bet is to chain your 200 lb Great Dane to your car when it's parked... be sure to leave about 100 ft of chain so it can pounce on any evildoers nearby who wish to illegally procure any such vehicle that happens to have a canine alarm system installed in it.
In both cases, I see the thieves push the car away, maybe to a nearby tow truck. It does not look like they managed to start the car at all. My question is how they would activate the ODB2 port without having to rewire it for power and then to generate the code for the key fob?