I have used soft luggage in over 30 African countries and never had a security problem.
The most likely cause of theft problems will be in capital cities, where most likely, you will have left your luggage at your accomodation when running errands, thus reducing the risk of theft from the bike.
That is not to say theft can't happen in Africa, but I wouldn't overestimate the risk on a bike. If you are concerned, go with soft luggage and mesh to cover it.
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