When I am out with the road bike, I do not carry a lock. Once per week, I ride with a group that never stops more than a few minutes anywhere (and someone is standing by the bikes). Riding by myself, I sometimes have to trust the bike won't disappear when I go, for example, into a store for a bottle of water -- I usually ask someone to please keep an eye on it, but sometimes that is not possible. My rides typically take me through affluent, low traffic, areas (relative to where I live), so that is something that allays some bike anxiety. However, each time I have to leave the bike alone, I take my keys, ID, etc. Knock on carbon fiber nothing will happen, but I am cognizant there is a risk.