Especially if it's quick release, but even if it's an allen bolt one, it would be pretty easy to steal, no?

My saddle is not qr. If they have a 4mm key on them they can nearly disassemble my entire bike.

So, no.

i have a cable that goes through my saddle frame.

yes, it could be cut, but will hopefully convince a thief to try the next bike. My mountain bike has tool marks on the seat cable from a previous thief's attempt to cut it.

All my QR saddles are "leashed". Non-QR are not; as said above, stuff of equal or greater value can be stolen with an allen wrench.

Don't leave mine unattended either. Too much can go wrong.

This pretty much. If I need to do something where the bike is going to be unattended, I take my mountain bike.

Road cycling and locks do not mix. Wrong forum.

i' dont leave it unattended or at least within viewing distance. if i get a drink/food from a convenience store or gas station, i lean it against the glass so it is always within sight.