Yes true a locked bootloader is more secure but only from the risk of an “evil maid” type attack where someone with physical access to your device could possibly alter the system then you unknowingly keep using it. But even then they can’t directly get your userdata, instead they physically take the device, then install some sort of touchscreen logger, then you use the phone again, then they take your phone again, check the logs for your unlock sequence, then they can start your phone and unlock it, exposing your data.
To clarify, your userdata partition IS encrypted and only unlocked when the unlock sequence (pattern or pin) is successfully entered. This is the same if your bootloader is locked or unlocked.
So in my non authoritative opinion a locked bootloader is not that high of a priority for me personally. I look at the “warning your device is unlocked and can’t be trusted” message at boot as a “badge of honor” that I am running a more trustworthy system on it rather than stock 
NOTE: I am not part of the iodéOS team, only a volunteer moderator