I just slid a business card between my phone and the case. If someone's inclined to return it, great, they'll find the card. If they aren't, they aren't perusing all my personal shit.
If I found a locked phone, I myself would never think to remove the case & look for things inside.
I don't expect people to go searching for treasures, but anything you would do with the phone short of just throwing it into the trash will involve you taking the case off.