It is also a FACT that you may have your laptop stolen if you don't carry it with you, say if you leave it on your desk at home. It means nothing to me.
I have been to conference centers in Atlanta, Texas, California, and most recently Phoenix, where we (yes, more than just me) have left our laptops sitting in the meeting room while we broke for lunch. For the first year I was pretty religious about strapping it to immovable objects with one of those $50 cable locks, but after awhile I stopped bothering. You know that old joke, you don't have to outrun the bear, just the guy you're with.
I have carried my laptop with me in all kinds of unlikely situations, including leaving it in the car for a day or two at a time. Where I live, I don't worry about that. In fact I worry much more about leaving it in the open when I have to leave it in hotel rooms, so I have to find creative places to hide it when I'm out.
Yes, theft is certainly a risk. I'm not so naive as to think it could never be stolen, no matter how careful I am. But the risk is far outweighed by the convenience of having the laptop with me. I have insurance and frequent backups which makes the damage, should my laptop be stolen, that much smaller.