I didn't lock my bike last year (6 weeks after having a lesser bike stolen) and I didn't see anyone else using locks either.
The bike compounds (Toronto and Hamilton) are staffed at all times. The name plates provided in the registration kit are numbered and match the number on the wrist band. The security staff are supposed to check that the bike number and wrist band number match on every bike leaving the compound. Even at the most hectic times they were trying to do that.
At the rest stops there is no security, but I have not heard of any thefts.
I wouldn't carry a lock on the ride itself. If you are worried about overnight security, pack the lock in your overnight bag.
