The chain thing is a visual deterrent, but I would fill the hole as well. Once the saddle is off you just twist until the chain breaks.
I just pop the saddle/post off with a regular hex key, it doesn't take that long. I guess I'll get around to getting a QR some day. You have to carry it and all, but whatev, I have a bag. Not going to work for messers, but I ain't a messer.