another reason to run an aftermarket HU is because the LOC will take an amplified signal, drop it down to line level, then your amplifier will amplify that signal. If your signal source or stock HU has any type of distortion or poor quality to it, it will be amplified exponentially. For a sub this won't be a big issue, but it's a good reason to get an aftermarket HU, on top of what ExodusFX said. an aftermarket deck in the lude should look nice too.
If you're worried about it getting stolen, iso-mount it to the factory brackets. Simply having the radio keys won't do a thing for the thief, as they would need a phillips screw driver. Most thiefs won't expect it, well I should say the ones who tried to get my alpine didn't. Out of frustration they busted up the HVAC controls though. Maybe i would've been better off letting them have it