Lol, well the first question with any security measure: Does it work? In this case, no. Your own deviantART avatar could be taken and used and with no watermark. So you need to update your deviantART avatar also.
At the same time, I completely understand you. I have memorized thousands of pieces of art and I work with almost as many artists, and I see their work on Tumblr, Twitter, and Facebook all the time... including as avatars, and yes that sucks. Where it's easy for me to report infringers on deviantART, frakking Tumblr is almost impossible! Ok, I digress, but it's a thorn we have to live with.
Just so you know, the default watermark doesn't work. Here is how people remove it: [link]
A suggestion is to grab a watermark tutorial and make your own. Not only does it set you apart from other artists professionally, but it is something where you can choose the placement in your own art, where it is NOT easy to remove, and something that leads people back to you as an artist. BTW, if you do that with this piece, let me know. I would like it on our group, but definitely not with the default watermark slapping her face.
If it's just that easy to peel off the DA watermark, I might as well remove it myself, and cross my fingers that nobody else is gonna use it as their avatar. But this is the internet, so all bets are off...