While this advice is well-meant, I believe it is misguided. My suggestions are
1) stay away from big cities where bike thieves abound.
2) don't leave a bike unattended in big cities.
3) don't leave a locked bike where people can see it (take it into the store and then lock it).
4) don't carry a heavy lock for the few occasions when it might be useful. Be vigilant, instead.
5) human smarts is better than heavy security.
While I don't worry too much about weight, I surely don't want to carry any unnecessary weight. And, I consider a U-lock unnecessary weight.