Only certain features are "remotable". Engine start, door locks and heat-cool are about the only features currently available. If you are concerned about auto theft it would be much better to install a tracking system like LoJack (or use Onstar).
The Onstar and Bluelink capabilities have to be installed on the car at manufacturing time and LoJack is an
aftermarket tracking device available to any vehicle including motorcycles and even laptops. It does not have remote control functions.
There are disabling devices that will not permit operation of the ignition or fuel systems without the proper codes from a key fob but apparently these can now be hacked without too much trouble.
The Internet is not now used to control vehicle operation. The "cloud" is now used only for infotainment functions and reporting of things like airbag deployment. I seriously doubt any manufacturer will allow essential vehicle management functions to be intercepted via RF or Internet and I, for one, would never allow this capability in my vehicles.
Some else mentioned onboard recording devices (such as Progressive's data recorder Snapshot). These are obviously voluntary and connect to the OBD port on all vehicles. They measure things like time of day, brake application force, acceleration force and mileage. These items are already being recorded on manufacturers devices in your vehicle. The Snapshot just allows transmitting to the insurance company so they can monitor your driving habits and thus qualify you for lower insurance rates. While the data recorded (and transmitted) to Progressive is "owned" by them it does not follow that the remainder of the data collected by your onboard vehicle recorder is. That data is now the subject of several court challenges with regard as to its use in accident investigation and malfunction claims.