Um yes. Anyone who does carry openly without an active retention device is just asking to have their gun snatched, in my opinion. If you're going to spend several hundred dollars on a firearm, why wouldn't anyone spend just as much to protect their investment? Dumb, dumb, dumb!
I'm going to be bluntly honest here, and possibly offensive to some people's sensitivities, but even on retention level 0 holsters (like mine), if you get your gun stolen from out of your holster, you largely deserve it because you weren't paying attention. I don't wish that to happen, but think about it. If you are close enough to condition white to not notice the attempt (plus most 0 holsters still require a straight draw, any angle, like to the side or behind will make it much more difficult) probably ought not be carrying in the first place. That's just how I feel, and you may think different, but honestly I think active retention is more of a mind thing than it really is anything truly necessary. Basically, if it makes you feel better, then use it.
Now, that is not to say that retention holsters aren't nice. They can provide the carrier with a little more peace of mind that it takes a very specific set of actions to release the weapon from the holster so they don't have to worry about it bouncing out if they trip/stumble (good level 0's should have enough friction to prevent this as well but i digress...), or if they for some reason have their body at an odd angle (bending down and reaching for something? IDK but I guess it's possible...).
Another reason some OC'ers use active retention is that they think that it helps the uneducated citizens they are among feel better about it, especially guys who like to carry 1911's they way they are meant to. To an average joe, they feel better when that thumb break retention strap is between the cocked hammer and firing pin (even though the 1911 is perfectly safe when carried like Mr. Browning intended).
ETA: I missed MadPegTod's example of why he has a retention holster, which to me seems much more realistic than the possibility of theft.