It is always good to be cautious when traveling, whether in the US or int'l, whether a 5* or 2* hotel. It is better to lock up your luggage when it is not in your sight. This includes in your room, on the train, and airplanes.

Lots of us are seasoned travelers and seen others jump to sinister conclusions. Many times, when things go missing, it often turns out to be misplaced. Only through careful back-tracking is this discovered.
I had thought a pair of nice pants got stolen since I swore I packed it in my suitcase. On further recollection, I realized I left it in a drawer where the hotel later found it. On reflection, it would have been ridiculous for anyone to steal it. It would have been minimum value to anyone else due to its tiny size.