I've left a bike unlocked on a rack overnight at a motel. In that case, I parked backing the bike-on-rack into the holly bush at the edge of the motel lot, figuring a thief would get painfully scratched trying to take anything. Nobody bothered it.
My normal routine is to use a U-lock to lock the front wheel to the frame, and then an armored cable locking the rear wheel to the pillar of the rack.
I shake my head in disbelief at reports of bike racks being stolen. I hope that if I ever run into a situation like that, the extra weight of a bike (or two) locked to the frame of the rack will make the potential thief look elsewhere.