What happens when you park and lock your ship on the surface of a moon, then take off in your Dragonfly and leave your ship parked there? What happens when an Argo comes and tries to pick it up? It's technically not powered on and doesn't have its shields up.

Parking and locking your ship is completely independent of the power state of the ship. You can land your ship and get out of your seat and lock it, and the ship can still be on. Leave your shields going. If you want to turn everything off, lock your ship and go in your Dragonfly somewhere, then yes, it would be at risk. But if you want to leave the shields on, then that mitigates that risk somewhat.