It depends on the chain and lock security. Some stuff can be easily defeated and certainly when one is less secure than the other it can make it worse. The top end 12mm chain from Schlage/Kyrptonite (New York) took two hits from a sledge hammer and was broken. The 7mm Abus chain didn't get broken even after 3 different people trying to bust it for 15 minutes and people just gave up.

If I have a good secure set up and use good locking practices I generally don't worry about stupid comments. If not I might worry a touch more especially in higher theft areas.