I'm sure it varies by area, but mostly thieves are interested in simple straightforward BIKE thefts, with potential for quick sales, rather than various components with dubious resale potential.

Yes, they will steal saddles if its easy enough, and same with wheels, but as a rule the bike thief's clientele isn't the kind that buys cranks and pedals.

So, use some common sense, a good lock or locks, and don't sweat the little stuff.