I almost never carry a lock on my folder. I know many people on these forums say they just take it everywhere with them. I have tried some cheap bike alarms with mixed results. Small combination locks are available with alarms.

Part of being "allowed" to take folders in to shop,cafes is not to ask,make it look an every day natural thing, carry it wheel it so it looks no effort. Not had any issues except the odd job worthy in Cival services etc. Who didn't stop me just did things there way. Put bike in office etc.
However, not travelled with a bike abroad and different cultures may have different ideas. Smaller folders don't usually attract difficulties, 20 inch folders are more difficult to make effortless and are that much bigger to make the difference.

I have a front rack on my birdie and as it pulls along like a trolley I think shop owner might react differently as many suitcases are pull along. So what's to complain against.