Up to now there are not yet planning about extending security for WCS.
But using GeoServer 2.1.x with the
GeoShield Plugin there are good probability that the WCS security could work, but actually has not been tested.
In these days I am working to finalise the 1.0 stable version of GeoShield, I can try to run a test with WCS, and than I will post here the results.
regards
-- Milan