I don't believe a disconnect is going to slow a thief from stealing a trailer. With the use of a Jack-all, they could have your trailer a block away, before the electric jack was even raised. I don't think you can ever be too paranoid about security issues though. If the trailer is unhitched, I would suggest a good ball-lock, but for peace of mind, there is nothing better than a wheel type locking device, similar to the ones the police officers use when they seize a vehicle before they have it towed. I had a co-worker lose his cargo trailer in downtown Calgary with over $50,000 CDN worth of tools inside, and he even had an expensive ball-lock. The theives backed their van up to it, jacked it up and tied chains around their bumper and the trailer hitch. They literally dragged it away in view of several witnesses and the police never did find it.
I would consider disconnecting power to the jack for other reasons...vandalism, children's safety, practical jokers (if you have friends like mine), etc.