At first I started taking mine off but than what...so I shoved it under the curb side of the coach. What a pain and that's not very secure.
Later, I said "screw it" and now it stays on. Never heard of one being stolen or much of anything while in an RV Park. Now in storage, that's a different story and I would take it off and leave it in the garage.
Personally, I never worry about things being stolen, if someone wants it they're going to get it so I take prudent precautions and not fret. Beside, that's an insurance problem if something grows does legs.
