But how many Prius need replacement parts outside of warranty, or even get repairs done outside of the dealer?
Mostly from accident damage which is not covered under warranty. The insurance company pays the replacement cost for new parts and the shop installs the stolen parts. They make a killing. Most dealers don't have their own body shops and sub it out if they do it at all.
Jast a thought: If you can endure an extra fob, the Bulldog alarm (~$50) has an adjustable shock sensor which would probably trigger on whatever jostling a thief might cause in prying/shaking the light assemblies loose.
You could engrave your name and phone number on the HIDs. That won't stop someone who only wants the bulbs, but it might cut down on the likelihood of theft if they can't sell the entire unit.