I've never understood the concept of locking bags. Even the heaviest nylon bag can be slit with any knife.
If weight is a concern, look for OtterBox or Pelican Case. They are heavy duty plastic and have loops for a padlock. You could probably open one with an 8lb hammer but are tough enough to withstand any other small tools. They come in all kinds of sizes. Lots of motorcycle touring people use the larger ones for luggage because they don't break in a crash and are lockable; weatherproof too.
There are some under seat bags that have a clip that attaches to the seat rails and you can just snap it off and take it with you. Where do people mess with your bike? It must be at a school or something. Most places I wouldn't think it would be a problem.