The devices you speak of are called shiftlock, and keylock.
Shiftlock requires you to have your foot on the brake pedal in order to shift out of park.
Keylock requires you have the trans in park inorder to remove the key from the ignition.
Neither of these are an anti-theft item. They are both idiot preventers. Shiftlock prevents idiot from shifting out of park and steping on the gas instead of the brake.
Keylock is for those particulary brain dead yahoos who can’t seem to remember to put the car into park before leaving the car. Seems they kept comming back to find their car at the bottom of the hill, when they left it at the top.
Not on all cars. And (I believe) typically only with cars where the hand brake actuates on a set of drum brakes. Every 4-wheel disc brake car I’ve had did not need any “adjustment” from the hand brake. However, the hand brake mechanism did adjust itself (different from adjusting the brakes).
I used to have an MR2 with no parking brake. I left it in gear when it was parked, but if I parked on a hill, it would slowly jerk its way down to the bottom like Anachronism’s Escort.