Imagine having to get a chain out to lock your car up every time you got out of it.
Cyclists in New Zealand have to endure many inconveniences with relation to securing their bikes,-even when stopping for a short time to pop into a shop etc...
In Europe and Japan bicycle wheels can be locked with either a snap lock that closes around the wheel or one that is attached to the frame and pokes in through the spokes to stop the wheel from turning.
Of course these don't prevent the bike from getting carried away by your more determined bicycle theif but they're a lot less inconvenient for short stops than having to use wire locks.
innovation: cell-phone-activated frame locks.