This isn't a huge problem, because it's much harder to steal a 40ft ISO container once it's been popped off the axle. We're talkin' about a crane. 20ft's can be put back on the axle with a big, meaty forklift (if the container is so equipped), but I highly suspect that these containers would NOT be shipping with forklift slots. Plus, that kind of lift is rather sizable, and you're talking about MORE commotion than just using a mobile crane.
Also, there are water, network, and DC umbilicals attached to these things, and as ISO containers, they have a unique serial number printed on the outside. In several places. And it's not like they look like every other container in the world, what with cooling fans and the other associated gadgetry.
Basically, if you're going to set your datacenter up in a publicly accessible parking lot, there's the POSSIBILITY that somebody's going to come by with a crane and an ISO axle and steal it. But when they have to deal with disconnecting the water, and the DC - neither of which they can shut off upstream, and neither of which like coming into contact with each other without being shut off. Assuming they cheat death, they've got to set up the crane, hook up, and get the thing onto the axle - which isn't an easy feat with a portable crane - and you'd probably want to disconnect the cab from the axle, lest it be accidentally smashed by a wind gust. Once the container is on the axle, you need to hook up the cab, prep the trailer, and pack in the crane.
All without anyone noticing.
But the smart thing to do would be to drop it in a secured lot.