I have qualms, big qualms, about leaving luggage in any unattended storage room in any major urban transportation facility. Who wouldn't? It's not an answer to say that 99.99% of the time, it's perfectly fine. You worry about that .01% of the time when it's not and it could be your luggage that gets taken. By definition, unattended luggage is subject to being stolen, even if most of the time it's not. Why would anyone risk losing their luggage?
It follows that the elimination of the attended luggage storage in the new Chicago ML is a decrease in the amenities offered. Obviously Amtrak is cutting costs by eliminating this position and shifting the risk to passengers using the facility. The lounges in NYC and DC are similarly unattended and unusable by me for the same reason.
Sarah's solution of a bicycle lock is interesting. I will now add a bicycle lock to the duct tape, electrical cord, miniature reading light, tool kit, and neck brace recommended for successful journeys on Amtrak's LD trains.