I did some experimenting.
The Thunderbolt connector has more of a grip than I imagined. On a smooth wooden desktop I was able to pull my rMBP around by the connector. If I pulled straight out the rMBP would only move a couple of inches before disconnecting. However, since the port is recessed, if the pull angle was 90 degrees, like over the back of a desk, the rMBP would move until the connection straightened out...about 10"-12".
If I placed the cable underneath the two back feet of the rMBP I found the lightweight Mac was just heavy enough to keep the cable in place for me to pull the rMBP all of the way across my desk.
If you really want to insure that some jerk can pull your rMBP off of a desk by grabbing the wrong cable, I found that making a loop with the cable around my rMBP's hinge created a grip sufficient to pick up the rMBP by the cable.
On one of my desks I've got a smooth surface desk pad. It's smooth enough that the Thunderbolt's connection was strong enough I could pull the rMBP around by it...even when pulling straight out.
I didn't try it, but maybe some car wax on the rMBP's footpads would reduce the friction enough for the Mac to slide off of a desk via the Thunderbolt. A little Groit's Best of Show wax might be just the ticket.
Anyway, I'd vote for securing the ethernet cable something. I use little stick on CableDrops to keep cables from falling behind my desks. Maybe they'd provide enough grip to for at least a bit of security. They'd be portable enough and innocuous enough to use at a client's site...
http://www.amazon.com/Lounge-Design-CableDrop-Management-System/dp/B002EDM6OE
Sounds like you've got a neat job.
