Not to defend the guy, as I totally disagree with a) his approach and b) with the whole point about getting AUK to make it a regulation to carry a lock etc.
However, I think about security possibly more than some people do. Each control is different, and you have to make a judgement call. For instance, the Sainsbury's stop at Winnersh this weekend, my mate and I arrived and there was a pile of half a dozen unlocked bikes in the entrance lobby - all their owners were in the cafe which means no line of sight at all to the bikes. It would have taken seconds for someone to take one. There were not many other cyclists around (back of the field) at that time, so they were left in a pretty vunerable position.
Nothing is ever going to stop a determined/well equipped thief - so carrying an Abus weapons-grade U-lock is unlikely to stop someone like that. However, it only takes a small lock to stop the opportunist - as long as they see they can't wheel/carry it away, they won't be tempted.
It's about taking the calculated risk and making sure your insurance company won't be unhappy if your bike did get pinched. I carry a very little cable lock (can't remember the model, but it was about £7-8, key-lock Abus thing) and I have checked with my insurer that I don't need to lock the bike with a particular Sold-Secure grade of lock, just lock it to something immovable. I would hate to think what they would say if it wasn't locked up at all (where I guess the only situation they would pay up would be someone taking the bike forcibly from my hands).
If possible, I will always try and get the bike in my line of sight when I stop.
I really feel for Andrij, and I have left my bike unlocked at the end of a ride as well, so am far from perfect. But it does go to show that everyone needs to be a bit more cautious with our prized steeds.
As I said, not defending the chap with the shift key problems, as I think Julian has summed him up quite nicely; but the sad reality is that we all need to make sure that our bikes are secure, and if the worst case scenario does happen, you're going to be covered by your insurance (if you have it etc.).