Just my opinion but on balance I'd rather leave a dashcam recording when parked than remove it. I reckon it's more likely to provide useful evidence and a possible deterrent than it is to invite a break-in.
If someone damages my car when it's parked, the camera might allow my insurer to recover the cost from the other party.
If someone steals a camera when my car is parked, I'll claim on insurance and buy another one.