According to the original brochures, all Crossfires were factory-fitted with Thatcham category 1 alarm and 'Sentry Key' immobiliser. It's just one of those 'tick the box' questions insurance company employees have to ask - presumably just in case you have one of those unusual vehicles not so fitted - or in case it's been altered from original spec. by a previous owner - folks can do funny things to their cars...
But if it was fitted from new, you shouldn't have to provide proof (how can you?!).
All they have to do is look at the original specs and ask you to state as part of your truthful declaration that it's not been altered - same as you would for any other potential mods.