While I'm sure that this event was traumatic for the OP, I'm not sure it warrants a blanket recommendation to never lock your toad to the RV. What is the likelihood of your toad catching fire, versus having someone tamper with your connections during a stop? If I had to choose one or the other, I'd stick with locking!
That being said, I am not one to complicate anything. I am with those who do a walk-around prior to getting in and driving away, no matter how short a stop we have made. I don't lock my hitch and have never found any tampering during the walk-around.
If I knee-jerked in reaction to every potential disaster brought up in these forums, I'd be too paralyzed with fear to ever leave the driveway!