Even with proper locks, an expensive enough bike could have parts taken from it, given a bit of time. Or some asshole could give it a kick just out of spite. No way I'd leave mine around town, even with a huge lock.

Also, a high end road bike, frankly, isn't the most comfortable thing to cruise around on.

I love bikes, in any case, and there's no reason you can't have both! I have a very nice, custom made bike for actual rides, and a dumpy, rusty bike with one speed for cruising around town.