alot of people do but I never have and most are not locked up. ive taken my quinny buzz, zapp and phil and teds at different times and all been ok. i park mine next to a fancy one in the hope they wouldnt want mine!
sadly there are thiefs in disney so its a personal choice really.
I think I will take a lock, only because it's not our buggy (my two don't use one now so we've borrowed one from a friend) and I would be really mortified if it went walkies!!!
We never locked up the buggy but we wouldn't have been too bothered if it had gone missing. We left raincoats/cardis/drinks on the buggy but took everything else with us whenever we left it unattended
we have had very expensive buggy there... phil and teds with doubles kit. i was a little worried..so i took a rucksack and simply took off one back wheel!! hehe stuffed it in bag and had no worries, then the cms were also able to move it f needed... but no one could get away with a breakaway!!!
on that.... i did once see a cm get very cross about a buggy being tied up! because they were changing where the pushchairs were parked..they do this alot... esp near buzzz and pirates... will move pushchairs around the corner.... so maybe wheel is a better idea... for health and safety reasons?