Stealing from the 'Star is BAD - their gear probably has several nasty tracking devices hidden in it, and even if the players will remove them, being a target of a theft is very bad to a Cop Corp's reputation; they'll go after the thieves in force simply to keep their reputation.
On the other hand, that CommLink is a good reason to be on the good side of your Lone Star contact - it will probably cost you a *major* favor, but there ARE ways to get one without the tracking devices and without alerting the corp by means of connections and corruption. Not easy, but rewarding.
And yes, I've changed the car's radio to a Sattelite Uplink. Thabks for that piece of advice