Forgot to mention, it's a cheap $10 30L pannier bags (two bags joined together) from aliexpress. It didn't have hooks you find on more expensive bags. the weight is supported on the rack by the fabric joining the two bags and fixed to the rack by straps. But the advantage of these dirt cheap nylon bags is they are much lighter than the more expensive bags and tend to "deflate" when empty so doesn't impose on performance when empty like it's not even there.
I don't intend to leave any items on the bag when I lock the bike outside. However, the bag is rather very easy to remove, I can simply pull it off the rack without even undoing the straps. The straps undo themselves rather easily. I can tie a knot where you can't just pull out the bag and it will take a lot longer to remove the bag with the knots but can still be done without using any tools.
Update: I went ahead and attached the bag to the rack with 16 zip ties in 16 different places. It was quite worth the effort. Forget the anti-theft aspect of it. The zip ties eliminated swaying of the bag when I'm riding out of the saddle! Made a huge difference in the bike's handling and feel when I'm riding with the bags loaded! I'm definitely keeping it that way stop worrying about the bag getting stolen.