The ad shows it using a 12 guage blank shotgun shell.
I think it might work pretty good at stopping a thief because the loss of traction would make it impossible to push the motorcycle down the road.
What loss of traction, you ask?
The excrement he blew all over his shoes and the road when the shell went off.
I know it was just wishful thinking when you asked why not a real shell but for those who don't know, using a fully loaded shell would make it a "trap gun".
Trap guns that fire harmful loads were deemed to be illegal in the U.S. back in the 1800's because they can kill or maim innocent people (like kids just messing around).