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I have them on two bikes and just move the Revo between them. Re: locking up - should be simple to cut the cable near the light and install a weatherproof connector and allow easy removal of the front/rear elements while leaving the majority of cable in place. Is on my todo list but not near the top. Would only require a couple of spade connectors some heatshink tubing.
You can even buy connector kits it seems... http://www.sjscycles.co.uk/supernova-qr-gold-connector-set-with-integrated-shrink-wrap-prod21402/
Cheaper option, if not a bit harder to undo with cold, wet hands... http://www.ebay.co.uk/itm/LED-Strips-Lighting-Waterproof-Power-Connector-Cable-3-5mm-x-1-35mm-/190895853837?pt=UK_Light_Fittings&hash=item2c7247910d
Nothing... It's just taped along the top tube and lives on the bike.