Anyone I know that decided to leave a hitch in their receiver year round eventually found that the locking device had corroded to the point where it was inoperable, whether it was a pin or a separate lock. Not sure where you are, so keep weather in mind.
Hitches are made to be removed. You don't install it, like an accessory. Best practice is install it when you need it, and remove it when you are done. Some states' vehicle codes say you must remove it when not in use. Store it in a toolbox or in the cab. It won't be stolen, and your shins will thank you.
If you really want to do this, add an anti-rattle device along with your locking pin. Crank it tight and double nut the u-bolt. This accomplishes 2 things. Now they need tools to remove it, and you don't hear the rattle while you drive.
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