The cheap lock Harley sells can be opened not only by anyone with a barrel style Harley key, but also by most any juvenile delinquent you might find on a typical street corner. Don't waste your money.
Here's a somewhat related piece of insight from the automotive world. Back when fuel shortages and high prices hit the USA, locking gas caps became the hot selling accessories to prevent syphoning. Since criminals are usually pretty sharp when it comes to finding ways to take what they want, it didn't take long for the fuel theft business to escalate to punching holes in fuel tanks if there was a locking gas cap they couldn't quickly defeat. The lesson is, would you rather lose a tank of fuel, or would your prefer to lose a tank of fuel plus have to buy a new fuel tank? As for the idea of someone dumping a foreign substance in your tank, anyone bent on doing damage to your bike through such actions isn't likely to give up and walk away just because your fuel cap is locked. Gouging your paint job will allow such folks to get their kicks, or dropping the bike on it's side, or cutting the tire sidewalls, or a lot of other nasty choices. You can't surround the bike with a cast iron portable garage while on the road, and even that wouldn't necessarily guarantee your bike wouldn't be damaged. Get good insurance and stop worrying about it.

Jerry