I may be the only guy on this site that is unfamiliar with the MSD system but I will share what I did with my Pertronix III distributor. I think you can do the same on an MSD and expect others will join in if I am wrong.
Pertronix recommends using a slave relay to apply a full 12 VDC to the Ignitor III coil and distributor rather than the resistance wire being the power source. I added this slave relay. which the ignition switch is used to provide power to the relay coil to pull the relay in, but, I wired the relay contacts a little differently than what was recommended. There is a little bit of risk involved in how it is wired.
The common terminal goes to the coil to power the coil and distributor.
The normally open terminal is a fused wire connected directly to the battery. It will provide battery voltage to the common terminal when the relay is energized.
The normally closed terminal is connected directly to ground. It will provide a ground for the common terminal when the relay is de-energized.
During normal operation via the ignition switch pulling in the relay the normally open terminal supplies battery voltage to the common terminal and the engine will start and run. When the ignition switch is turned off and the relay drops out the common terminal loses it's battery voltage from the normally open terminal and is then connected to the normally closed terminal, which is ground, so the engine stops.
When the thief comes along with the intent of hot wiring the car and driving away the relay is de-energized, common to normally closed, when he connects the jumper wire from the battery to the coil terminal sparks will start to fly because it is connected to the coil but is also going directly to ground through the normally closed terminal of the relay . Instead of "hot wiring" the car he will actually "HOT wire" the car.
Remember I said there is some risk involved, he probably will not get the car but he might burn it down....