Wrong. I always bring my main speedcube where ever I go.
No one dares to take anything from me.
Since we are cubers with DIYs, we always need to adjust the screws. That's why I often carry a screw driver. One way to make sure someone returns your cube when he run off with it is by chasing him while holding a screw driver and yelling, "screw you!" After you catch him, stab him with the screw driver until he bleeds. Then you tell him, "You know how I turn the cube so fast? Well, I'm on some sort of illegal drug, that's why. Don't take drugs away from addicts. The withdraw effect can force one to kill. Next time you will die."
Then you take your cube and run away. After that, everyone should know that you are crazy and no one will dare to mess with you.
(I haven't tried anything like that yet, I never needed to. Probably because everyone already knows the consequences of messing with me.

)