If I’m riding solo I will usually bring a lock unless it’s something like the W&OD. In a group ride out to somewhere out of the city there are usually no problems (someone can watch the bikes, or the location is quiet/remote enough the chance of an issue is not worth bothering).
I will often use the helmet-straps-as-a-lock thing just in case, if I have nothing else.
I don’t have a carbon bike, but I haven’t yet commuted in on my newest bike (lugged steel), not so much for fear of theft but I don’t want to get the paint scratched. I’ve never had a bike I’ve cared about aesthetically before. I imagine carbon would be fine carefully leaned up against most locking apparatuses though.