Solsticejk,
Thank you for asking this question. I think it's a good question. I own a Brompton and I recently bought a Strida in part because it is indeed cumbersome in some situations to *bring* a Brompton inside, and yet if you have to *leave* a Strida inside, it is not as tidy a package as the Brompton. Being able to leave a bike outside is a lot more convenient than dragging it around, regardless of how well designed the folder. Sure there's risk of theft. But I wonder sometimes if that risk is overestimated. Most of us are more averse to loss (theft) than gain (convenience).
I've locked my Brompton outside in a couple of 15-minute type situations. I haven't yet done so with the Strida, but I can imagine being tempted to try it because a) I have renters insurance which would cover bike theft and b) I now have a backup bike.
I feel that locking through the wheels is secure. Sheldon Brown says that cutting through wheels is quite difficult. As for taking the wheels off, the bolts that would let you do that are hidden on the inside, where the magnets lock together. If your lock is tight enough, like a U lock, the only way I can see that a thief could get the wheels off is to break the lock. Which in any event seems their most likely route anyways.
The main disadvantage I see to locking the Strida then isn't security from theft (I don't see it as any less secure than a non-folder) but security from abuse, intendend or unintended. When folded, you'll have to either prop it up (meaning it could fall over) or lie it down, which makes it take up a lot of low & horizontal space, seeming to leave it prone to kicking or knocking about.
Now, if you're just locking through one wheel, leaving it unfolded - and I realize now perhaps that's what you were thinking - hmm. That deals with the abuse issue, but then it doesn't seem secure to me. You just need an Allen wrench to take the wheel off. It seems probable most theives might not recognize you can "undo" the frame if you lock it through the frame, but I wouldn't want to risk it.
You could have a cable going through both wheels - but that would sure be cumbersome and it wouldn't seem to be much more secure.
So now that I've thought about it - I'd much rather lock a Brompton outside than a Strida.