Yep you will need to either switch to a less sticky "dry" lube (and therefore you'll have to lube more frequently) or clean your chain more frequently. Either way, cleaner chains don't come for nothing. In the summer I switch to a teflon based lube. It's total garbage when it gets wet but otherwise it works fine and the chain stays very clean. This is hardly a drastic change in my routine too... just saying.

As much as it pains me to agree with devlshaircut, I personally don't think your locking regime is worth it. Someone who really wants your cranks will just have to unbolt the chainring. The odds of having a crankset stolen are so slim that I don't think it really matters too much. However, it's your bike and more security never hurts!