As for the bolt cutter.. I'm not really sure if cutting it off the car will actually open the lock box.. possibly.. but if the crack head shows up with bolt cutters, it is probably easier to smash the window with the bolt cutters and grab what they can..
The ease of just smashing a window is why I would never leave anything of value inside a locked car. So, if I were going to buy a lockbox, I would have to be confident I could leave not just car keys but also money, credit cards, etc., securely in the lockbox. From your mention of it being large enough for the electronic fob key, it sounds like this lockbox may be too small for all those items.