Shocking news.
And yeah, it's obviously time for a full security review.
I would have thought commercial systems would be very sophisticated these days, given that you can get sensors for detecting almost anything. An angle grinder busting through the side of a wall would have made a hell of a lot of noise, and for quite a long time.
I can't imagine where they'll sell the horns - they're not exactly generic items. If you leave the serial numbers intact they're almost certain to turn up on the radar at some point - and if you grind them off it just advertises the probability that they're stolen.
And not having a case is a dead giveaway.