I get that it will not be a problem in most places. But there are places where everything can be stolen from time to time, sometimes it's the wheel caps, others the radio antennas, other times it's the wheel nut lugs, tire valve caps, you name it. I was just interested in a solution to safely secure the caps so they won't be stolen.
My primary idea would be to keep them in the frunk/trunk and only use them for longer trips.
As someone who has a 2012 Toyota Prius sporting the sweet black wheels because somebody stole my hub caps earlier this year, this is definitely a concern for me. I'm probably going to take the same approach and leave them off except for long trips.