I have the Thule equivalent of the rack that you got... also locks to the car, and the bike to the rack.

I will leave my bike on the roof rack during the day when I go into a store etc. However, when I drove my bike from CA to TX and back I took the bike off the rack at night and took it into my hotel room. I think that during the day where there are people around it should be totally fine, but I wouldn't leave bikes on it over night when someone might have longer to try to deal with the locks etc.