looks like an aftermarket radio trim ring...
Sorry it happened OP, it does suck when it happens. For me, I dont think an aftermarket alarm will be worth it, but let me explain with 2 experiences.
In my Tacoma, I was parked at work. 2 buildings, about 1500 employees at this location, with a full time security staff, including one that is "patrolling" the lot in a golf cart.
I was parked in the back, no cars around me. About 11:45 I get a note from security to meet the cops at my truck. I get out there, my alarm is still going off. Turns out that a couple guys coming back from lunch drove by and saw a guy at my truck, and the alarm was going off. They pulled around the row, and guy was getting out of the truck. They made the decision not to intervene (I support). So in less than a minute he had broken in, taken out my double din radio, and rummaged through my center console. He found my handgun, and was gone. Middle of the day, with people driving by. A paging alarm that went off inside would not have made a difference. Maybe a louder alarm, but probably not.
Of note, in the Tacoma I had another $3k or so in processor/amps/speakers/subs, in a full custom install that looked stock, dude never looked or cared (or didnt have time). It really was just a crime of "convenience" for the guy. And even if the guy hadnt found the gun, I dont think anything in there was worth any chance of risk to others, so I am 100% behind them calling it in and giving a description. And cop was super chill about me digging through my truck hoping to find the gun.
Second story, I parked at an Academy (back of the lot again), and grabbed my cell phone and hopped out. A car drove by, pulled up next to a truck about 50ft away. I look down at my phone to read a text, look back up and he was in the truck ripping out the radio (this had just happened to me, so I recognized his actions). I look down at my (already unlocked) iphone, put it on camera mode and he is in his car. I get pics of the car and plates, and called the cops. Hung around to give them the info, and break the news to the owner (employee). In and out in less than 30 seconds (chevy 1500 truck)
I am going to lock the jeep, but I wont ever have anything important in there that isnt locked up. Good insurance and a low deductible (but FYI - they wont cover a handgun...) and I will deal with a new radio if and when it happens again.