My insurers (household ones as they covered the bikes) sent me allen bolt ones when they introduced an endorsement to not cover wheels or saddles with QR.
No problem as I always have allen wrenches with me on a multi-tool.
Agree with Mickle about security, and since I've been using an alarm padlock instead of a dedicated alarm I lock the cable (securing the front wheel) to the D lock (securing the rest of the bike) with the alarm padlock which should sound if the cable is cut.
There's a limit to what you can do to secure a bike, and if you've been diligent the insurers should pay out.