Never get out of the boat.
Or to elaborate, never get out of your vehicle in a combat area. If you take damage, fall back and repair. If you take heavy damage and realize you're going down, die with your walker. From a strategic perspective, it's ten times better to lose a ticket and a walker than to lose a ticket for then to have the walker get stolen by Rebels.
I don't want to lock the AT-ST myself, because it's a light vehicle, pretty much like a Humvee or whatever. Tanks, however, I'm very much in favor of locking, and there was actually a rather lengthy debate internally before 1.2 was released on whether or not heavy vehicles should be locked. Regrettably, they weren't.
What I would be in favor of, though, is "locking" the Imperial staging area so that any Rebels entering the dunes will gradually lost hit points and eventually die if they don't leave, like in Forgotten Hope. This ensures that players have to steal vehicles honorably in combat, rather than cowardly sneaking into enemy mains for them.
"One of the bitches actually gave birth while she was attacking, and her puppies joined in on the carnage."
--the awesomeness that is Boatmurdered.