Just playing devil's advocate...

Are you the only one with a key? What's to stop a would be thief from carryng around a locking skewers key in addition to an allen wrench, a torx bit, etc. etc.?

Face it...fancy bikes and their fancy parts are vulnerable to theft if left outside. The only way to absolutely prevent someone from walking off with these things is to:

a)not have them in the first place

or

b) keep them in your sight at all times

Obviously, this can be impractical. I myself lock up outside on occassion if I absolutely have to. Inside is better, that's all I'm sayin'.