If a "spur of the moment" bike thief sees that the bike is all chained up and locked up, he/she would just stay away from it. People who have quick release wheels would generally lock them up as well. If quick release parts are not locked, then it is just the user's fault for giving them for free to thieves.
My point is, people usually would lock up their quick release wheels, whereas people with bolt on wheels might not, making them vulnerable to any kinds of thief.