Especially if you're not going at a "User Friendly" time of year, such as right now. I could see if you're there on a day when the crowds are low and taking the big rigs in, but for right now (the worst week of the year), I couldn't imagine trying to just protect that lens (and not from theft, but kids, strollers, ecv's and just sheer masses of people bumping into each other) to make sure nothing happens to it.
Sure, renting is one thing, there's a store nearby that will rent the Canon equivalent of the 70-200/ f2.8 for $40/day. I've thought about it for figure skating photos, but my 55-250 did the job quite nicely, now if I was doing competitions (the aforementioned skating was an exhibition show), I'd more than likely want the big rig, but my budget can't afford to rent or buy one right now, lol.