As far as I know, fresh uranium fuel does not require extreme security as the U235 enrichment level in the fuel is nowhere near enough to create a nuclear bomb (
See this) Unused uranium fuel can be handled with relatively limited safety protocols due to its low level of radioactivity. Fresh uranium fuel can be handled by site staff without shielding Also, most fuel for the legacy Magnox stations (the only operating example being Wylfa) is in the form of natural (i.e. unenriched uranium), therefore is of little value to bomb makers.
However, Mixed Oxide Fules (MOX) is a different story due to the elevated levels of Plutonium in the fuel, that could be diverted to make plutonium based nuclear weapons, which therefore are transported with additional security protocols. MOX fules are not as common though.