Replacing the quick release or normal bolt on a seat post clamp slows down a potential thief, it takes a little longer to monkey with the saddle clamp bolt to remove the seat. What you are trying to do is slow down the thief to make him/her look for easier and faster claims elsewhere. That's all the chain does as well, slows them down.

I will be using the chain method on my Fillmore to secure the Brooks saddle on it. I've got a section of worn out 10-speed chain with the hollow pins which I've slipped into a snug fitting length of clear tubing to help keep the chain from removing paint from the bike frame. The exposed portion of the chain where I put it back together will be positioned and held up under the saddle with a small tie wrap. The only thing this will do is to try and slow down any potential thieves, think quick snaggers outside of a waterfront coffee shop while I run inside to hit the restroom.