I use an air mat (not insulated) on top of a cheap foam mat. The air mat is super small and I actually carry it in my front bar bag, and I roll up my foam mat and put it on the top of my rear rack. With this setup:
-i leave my foam mat with my bike. If it gets stolen or drops off, it really is no big deal to replace.
-if I lose my foam mat, I still have my air mat and I can still get a good night's sleep.
-if somehow my air mat springs a leak and I can't fix it on the road, at least I have the ability to get some sleep on the foam mat.
I've also found I use the cheap foam mat to sit on when I camp. Obviously if I lose both mat and air mat, I'm getting a motel room
I really like this setup -it came about because when I bought an air mat I wasn't sure of its longevity (never been one to trust an inflatable item), so I wanted a backup. This has become, by happenstance, my go to solution, and I've really found it practical and effective.