I have a rack similar to yours and I found my bike lying on the side after realizing that the bike hadn't been hooked in (thought hubby did it since he took my bike out for me and put it on the rack). Glad I had my lock.

Also, having a bike inside your vehicle doesn't guarantee theft prevention. All they need to do is break the window, grab your bike and go. I recommend making sure it's locked to the vehicle (friend lost a bike this way).