Last month, an attendant opened the conference room for me to store luggage there, and shut the door when I exited. There were some bags already in the conference room when I dropped mine. I don't know if the door was locked, either before I arrived or after I dropped my luggage. When I went to retrieve my luggage, the conference room door was open. I don't know how long it had been open, and I got my luggage with no interaction with any attendant.
On earlier trips, many bags were lined up next to the wall between the door and the attendants' desk, and I left some bags there. I have not heard of anything going missing and I have not noticed anything of mine going missing. Nonetheless, I would not characterize the storage of bags in the lounge as secure, and I am not aware of any bag storage that I would characterize as secure at any Amtrak station short of checking the bag(s) with the checked luggage staff (and I would call that "more secure" rather than "secure").