Something I've wondered about too since I solo tour. I took a hefty U-lock on a Blue Ride Parkway tour & realized it was a waste of weight but OTOH I've gone to the beach with a car & had the car keys stolen from the beach towel. This actually forced me to rent a bike to get to a Western Union money-transfer store where I could get $$ to pay for a motel until a friend rescued me. The beach where the car keys were stolen was quiet & fairly isolated, seems like the same thing could happen on a bike tour. My tent is a huge 3-person deal, big enough to stash the bike overnight if the area seems questionable. Not sure if there's a great answer to your question, I read about an old German guy who rode around the world & was 98% finished in Britain where his bike was stolen. I guess luck & prayer play a big part.