There's nothing at all special about the first set preventing theft, 3/4" Deep Socket, $4 at Harbor Freight.
https://www.harborfreight.com/12-in-...ket-67779.html
I have two and my dad has another two.
I had wheel locks because they were cheaper, really it meant that it slowed down wheel changes and working on the car. Bought a set like the OP's so that multiple people can work on the car at once.
How often do your wheels come off and how paranoid are you? Wheels only come off every two years for new tires? Fuck it get the locks.