That sucks But if they took your keys how would alarm system be helpful? I'm just curious I don't mean to be negative.
Trust me it wont happen again! Dumb mistake....Dude...never leave your keys in your gym bag. Don't even leave them on the key hanger that a lot of gyms have. Either lock them up in a locker or keep them on your body...just saying. I never leave my keys anywhere...especially at the gym.