Adam has admitted that there is risk in being caught in a Sidechain during an attack. this automatically makes those BTC less valuable on the open market than those on the mainchain.
They can't be less valuable other than for very short term liquidity reasons (jumping chains is like mining so you have to wait, so you might prefer to trade, but that will be at a
small premium) because the are exchangeable. The effect of a side chain not being secure is that no one would exchange into it and everyone would exchange out of it, so it just dies.