When we first started RV'ing we really didn't think much about someone stealing our RV. Now, we've changed our minds with all the breaking into homes and stealing. So, we purchased a War-Lok 5th wheel lock (cost around $75) and use it whenever the RV isn't hitched up to the truck.
Like a PP stated - if I have a lock on my 5er and my neighbor doesn't then they will probably steal his 5er. And, if I have an alarm on my house and my neighbor doesn't then they will probably break-in to his house.
JMO, but a small cost for a whole lot of hardship if your 5er ever did get stolen.
~ Mark