Security film? Or are you referring to the "cage" in the picture? Seriously, security film isn't cheap. Sure, it's useful in foiling smash-and-grabs, but the cost of replacing the window and security film is much higher than just replacing a broken window. IMHO, if you make sure you don't leave any bags on the car seat (whether it's in front, or at the bag), you would have deterred them more than any security film. Besides, it's not as if the thieves would know if you installed the film or not.
Okay, so it will not break if they use a wooden bat (very unlikely), but it will break if they use a metal object like a parang or a pipe. I wonder how much the film costs and if they provide any guarantees...