I am technical, and I have no phone security (screen lock). I am sure that professional hackers can more easily steal my credentials remotely (phishing, etc) than from physical possession of my phone.
That said, I understand why most people want to use a phone screen lock.
You're betting on the fact that there will never be an event where a malicious party comes in contact with your phone. Which might very likely be the case, but it's not a non-existent risk.
A phone screen lock is a low friction, low cost solution for mitigating that small but impactful risk.
I think dolmen was saying that if its likely that a phone can be found after being sucked out of an airplane, a scenario like yours is also prone to happen
That said, I understand why most people want to use a phone screen lock.
I am sure this post will be downvoted.