Actually I have always locked my bags when flying within Asia, within Europe and between the two. After 15 years of regular international flying and 10 years of frequent flying, not once have they ever been opened or interfered with. I generally use hardshell cases. The contents are generally business related stuff - papers, clothes etc plus a few tins/jars of favourite hard to get foodstuffs.

A couple of times suitcases have been severly bashed/dented beyond repair/wheels broken. But they still remained sealed.

Once in Saigon just prior to boarding I was called to an inspection point where they asked me to open my suitcase. They took one look and saw that the vase which they thought might be a priceless antique subject to export control was, in fact, a worthless free gift.

YMMV of course - and things are different in the US, I know.