Because they dont give a fuck about inconveincing you, really, you think they are gonna take the time to unplug it so when you need to get a new headunit its easier for you, they want to get in and out as fast as possible so they dont get caught, fuck a little common sense goes a long way dude.
And to the OP, that sucks man, windows are expensive too, hope you really did get them on camera and can press charges , good luck.