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In Florida they don't steal helmets, they take the whole damn bike.
Seriously though, I have a gun cable lock and use it infrequently, never had a problem.
Most times leave it on the handlebar and have never had a problem. I do carry 2 gun locks that I use occasionally if the need arises and I can't get it in the tour pack.
I always take it with me, stuff the gloves and sunglasses inside and carry it ... mainly because I hate coming bike to my bike and throwing on a 100 degree lid. I hate that.
If it's unsecured on the bike, it can be stolen easily. Young thieves grow up to be old thieves, and thievery is presumably an avocation practiced by men and women of every race, creed, and color. I wouldn't want to put my head in someone else's funky helmet. But if a helmet looks somewhat new, you can bet there's someone else whose requirements aren't as stringent as mine in this regard. It takes all kinds.
You can reduce your risk with a helmet lock.
About the only place I leave my helmet on the bike is parked outside the dealer's (because everyone else does...which is a poor rationale) or if I'm near and line-of-sight to the bike.
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