Basically you are supposed to take the face with you when you leave the car. That way no one will steal your HU because it won't work without it. Also, I believe it is not possible to purchase just the face by itself so a stolen HU without its face is worth close to nothing.
I can tell you that the detachable HU works too, there was a person you posted on this forum about 5 months back that his car got broken into. The theives took everything audio related out of his car, they even stole the battery. The one thing they didnt take was his HU. The reason being, he had the face plate in his apartment.