[Kaito does Marco one better and ups the lock. He's not... particularly protective of this secret, really. He won't outright admit to it, most likely, but he's not going to hide who he is, either.]

No. He likes the police. ... most of them, anyway.

Particularly the special force assigned to try and catch him. And the old man who always tracks down more outlandish and beautiful trinkets to tempt the thief with because he likes the challenge.

He leaves them gifts sometimes. Helped the police catch more than one murderer.