Odd, over the last twenty-odd years of having cars with locking wheel nuts, I’ve never, ever had an issue with them, and that includes having to take a wheel off myself and put a spare on.
With my Ford, it’s not so much someone nicking the wheels for the alloys, it’s someone nicking the Continental and Michelin all-climate tyres, somewhere north of £700 worth of rubber. It’s not difficult to have £1000 worth of tyres on a mid-range car, once you get to higher spec or an EV, £2000 becomes an expensive reality, so being blasé about a set of average alloys might need a reality check. Proper performance cars are around £1000/corner, just for starters.
Used tyres don’t sell very well generally unless they are an odd size for a flash car. It takes time, effort and planning to take a set of wheels without replacing them at the same time and the reward just isn’t there. I’ve heard stories of people swapping wheels with hire cars, but I’m pretty sure your tyres are safe even in the rougher parts of the country.