Even if you do get a collar to replace the QR system you have now, unless it's something that requires a weird key I'd be minded to secure the saddle anyway. What I do with my bikes (one with a QR collar and one without) is use a steel cable to secure the front wheel to a D-lock through the back wheel, and a padlock locks one of the saddle rails to the cable.

It provides an extra degree of security for the sake of carrying a padlock - even without a QR seatpost collar if someone is minded to go out stealing saddles (especially if you've got a decent one) they could easily have an allen key with them.