Strollers do get stolen, especially the expensive ones, there was recently a new story about a lady who was finally caught stealing strollers after she stole a stroke that was worth something like $1,000. Something else I have noticed, The more expensive the stroller, the harder it seems to be to collapse and remember you will have to collapse it several times, getting on and off teams, monorail, busses, at parades and shows, etc.
I would strongly recommend getting a cheap stroller to take to the park, but make sure it is easy to collapse. The reality is if you spent $10-$15 on it, having it get stolen isn't that big of a deal.