Ever got a wheel or something stolen despite the use of security skewers?
NO.
I use the Hex head skewer that came with my Schmidt Dynohubs,* But I live in a small town , not a city with a culture of nicking bike parts .
*And a 135mm long one, similar type, through my Rohloff hub.
Were I to hit the road on a tour , I'm likely to put the QR skewers back in.. though having the hex wrench handy that is pretty optional..