Fit a screen and you don't need helmet or glasses and you can then get doors and a roof so it is semi-practical all year round. After years on bikes, I never wanted a car that needed a helmet. Also, having doors does put people off just leaning in and releasing the handbrake - I've watched people looking very confusedly at my doors
I fitted a switch in the ignition circuit (in plain view on my dash but labelled as a fan ) so even if you had the key, it wouldn't start if the switch wasn't pushed in. This actually caught me out on the first time I tried to start my engine - couldn't work out why it wouldn't turn over until I realised I hadn't pushed the switch in
TBH, unless you have a new, shiny Caterham, I don't think our cars are in the least interesting to a car thief - the parts are almost worthless, the market is very small and our cars are too unique to be able to just sell them on - I never worried about it.