It's actually been implemented in many retail outlets (I've seen them in most Japanese retail outlets). They sell a number of tiny computers (sub-10") that do not have Kensington locks so they're using a system that consists of a loudspeaker and a bunch of USB cables sprouting out of it.
If the USB cable is unplugged the speaker then starts a loud siren sound. It works fairly effectively but I don't really see how it would work in a Starbucks type environment, people would just push the mute button before unplugging the USB cable (unless there's a way to override the buttons with software?).
There's actually a similar solution but that relies on the sudden motion sensor (does the Retina Pro still have one?). Look up iAlertU, it used to lock and unlock by pushing a button on the Apple Remote so it was like a car key for your laptop, but now that there's no IR sensor, you can manually lock it and type in your password to unlock it.
You have a neat concept, but you need the logic/sound on the other end. Small adapter fits into powered accessory slot (TB, USB) and then charges a small battery in the adapter. The adapter locks to something with a tether and just detects current (supplied by MBP even when asleep) - when it is unplugged without the proper input then the adapter needs to make the noise.
Pack all that into something that looks halfass cool and you would have a good product.