Car security upgrades can be purchased from "Ragnatech" near the Casino. This upgrade will prevent people from being able to break into your vehicle, however it must be applied to your vehicle every time it is respawned.
As for why the Enforcer may have refused to force the player to pay for the damage, that could be because the player did not break any rules when driving, causing your vehicle to become wrecked. In order for the player to be punished and for you to be compensated in these situations, the player who stole your vehicle must drive in a way that is not within the rules. Most commonly, your vehicle will be fixed if the thief broke rules 3.15 or 3.22 whilst driving your car.