I would assume there would be no payout. Insurance companies don't like paying out at the best of times!!
“Leaving your car unlocked with the engine running is an open invitation to opportunist thieves. The icy weather provides the perfect climate for car thieves to target unattended cars and motorists must take every precaution to avoid becoming a victim of ‘frost-jacking’. It may be tempting to stay inside in the warm while leaving your car alone to de-ice, but insurers are likely to take a dim view on a claimant who has left themselves vulnerable to crime in this way. If your insurer refuses to pay out you could be left footing the bill for a new car on your own.”