When I leave a stand in the woods, I do not. I mostly use my API climber, and take it in, and out with me. However, I do have a couple of climbers that I leave in the woods, and those I do not lock. This is all on private land, and I typically have the ones that I leave brushed in very well.
Also, I do not leave stands on public land, not even if hunt that morning, and I am returning to hunt that afternoon. I had a friend 2 years ago, that left to get some things done between hunts, and had his brand new Summit Goliath stand stolen. He was only gone for a few hours, but it only takes a few minutes, and JMO, it is not worth it.
I have seen many stands on public land, with out cables on them, and think to myself that they are some very trusting individuals.