I have had to deal with my fair share of thieves back when I used to live in New Orleans. Car theft is HUGE in New Orleans as it is in most bigger cities. You should be thankful that this thief obviously wasn't a pro, or your truck would have been gone. With everything you have done to your Denali, I would think it would be a big target for crooks. I have no clue how big vehicle theft is up in the Pacific Northwest, but there's obviously enough that your truck was targeted. I would invest in more protection for your truck. A good two-way alarm system is a good start. If you want, you can go a step further and get a GPS vehicle tracking system. That way even if a professional crew with a tow truck ended up getting your truck, you would be able to use your tracking system to locate it.
I have not invested NEARLY as much money into my truck as you have, and I have a Viper 2-way on mine which so far has obviously scared off every thief that has peered into my window. But if I invested in a blower, DUBs, Wilwood brakes, and much more, I'd gladly invest in a vehicle tracking system.