Hi
I have tested this with pipe grips and if the QR lever is tight the nut does not budge (as it is knurled and bites in) depending what type of nut you have. The plastic type breaks off leaving a small round nut which you can't get purchase on with tools.
The metal type nut I found that metal would shear off for the surface of the nut.
I could supply the plastic type nut with Quick Caps I suppose, but then if a thief has tools they would more than likely undo other components from the bike and be able to remove locking skewers as they rely on the same nut types. I'm confident that Quick Caps Can compete with locking skewers, and are quicker to fit.