LoJack is in the 200 MHz band, way off from cellular. More similar to a pager than cellular.
Sorry, I didn't work on the program, so I can't help with more info.
Likely a thief probably already knows where the LoJack is and ditches it in a hurry. OnStar is embedded, but like you said, whack the antenna....
OnStar has the advantages of being on the GM car bus (Class II, etc) and has the ability for OnStar to control virtually anything on the bus (watching the bus traffic is cool...), like crank up the radio, listen in, mess with heater/ac controls, shut down engine, honk horn via alarm system etc. They can make it easily something the thief would rather not drive in a hurry.
But someone stealing a car likely would break off the antenna, but the system may still work, but degraded.