We have a camper trailer and swags, have stayed in a mix of caravan parks and bush camps. I would certainly not go to the trouble of packing tents / swags up every time I want to go out....pretty much may as well have a rooftop tent etc in that case.
Generally we shut the kitchen on the camper (don't usually lock it, but could). We put a u lock through the camper hitch (because technically anyone with the right hitch receiver could tow the whole thing away). The kids swags always stay set up, on the camper only the flyscreens are zipped down. And we even leave the camp stove etc on the table most of the time. Only time we would fold up camp chairs is if the weather was going to turn.
I guess really you want a balance, keep valuables and easy targets our of sight / locked up if possible (thinking bikes, gennies or whatever) but don't pack up so much that it looks like you are going to be gone for a long time.
If someone was going to come along and pinch the kids swags and stuff like that, it would be pretty bad luck I think. I can't imagine whole tents get stolen that often?
Of course in some places criminals do at times target caravan parks for easy pickings like bikes and what not, this might be late at night when you're there but asleep though, or it could be a lot more brazen.
