I have a B&W Companion and I don't lock it down. It is under a cover when not hooked up so I'm not concerned.
Several years ago I had a boat trailer hooked to my pickup and after a food stop I was checking everything before getting back on the road and I noticed the plastic cap on the surge brake reservoir was gone. Yes, it was there before the trip started because I always checked the brake fluid level before each trip. Someone lifted it. So my main concern when hooked up and away from my rig is who is doing what while I'm out of sight. So I always check everything prior to moving again since we never know who is doing what.
Like a boss I used to have used to say "I trust everyone, but I always cut the cards".