I'd rather not make it easy and lock it. Soft top or not. At the very least, if it takes 5 seconds to unlock that's 5 more seconds of them potentially getting caught.
I had a soft top VW jeep “Thing” in SanFrancisco, didn’t locket it up, no real way to do that with half doors, and someone tried to steal it, I had a Club lock on the steering wheel, and they tried to cut the wheel to remove the lock, then tried to set fire to it. Neither worked, but I had to get a new wheel, which has a steel frame inside it.
Cheers