I wouldn't worry about unduly. The problems we had were with leaving wetsuits, harnesses and buoyancy aids on and under the boats on the water front on a Saturday night. I was told by the lady in the chandlery (as we bought a replacement harness) that it was down to kids visiting Mumbles for a big night out. As ever - opportunist crime. Stuff with a relatively easy market left unlocked and in the open.
I'd be really very surprised if anyone broke into a car to steal a set of sails (although, I know that Alan and Jan had a set nicked off their roof rack - not at Mumbles), but there's room for at least the long stuff in my box, and the rest you can probably get out of sight in the car.
My biggest concern is with drunken idiots climbing over and damaging the boats, but it sounds like this'll be taken care of with the additional security.
Paul