Yes they will. It is called cheating the system. Yes, they will ask you if it was locked, if the keys were in it, etc... But they don't know anything other than the answers you give them.
Perfect example, my old boss many years ago was starting to dislike his truck. When he took a trip to Atlanta, he left the vehicle running, on purpose, with the driver door open. Of course it got stolen, and thanks to his coverage, and the claim he made, it was covered.
There, fixed that for you.
That's one of the reasons that comprehensive insurance is so expensive.