I use the tonneau cover when the car is parked. The rear suitcase is secured with a steel rope (sometimes). Mostly I put the storm cover on when parking.
The car draws a lot of attention when parkd and that is a security aspect by itself so rather park on busy locations.

Hannes
once: Green M3W; 2013
now: Red 4/4 Sport; 2011
and some practical cars for use in real life