The locks on the carriers really are rubbish. Even being careful not to damage anything they can be forced open in seconds. As the video above shows if you don't care about the car or bike you can get the bike off even quicker! When I have bikes on the car I always carry a long cable lock with me so that I can lock them if I stop anywhere, it is really not worth the risk. I often use an audible cable alarm as well. Even when locked up I try to keep the bikes in sight.
A friend had a bike stolen off a rear mounted carrier, he reversed right back to a wall so the bike couldn't be lifted off the carriers prongs. Unfortunately some one just destroyed the carrier to take the bike off