Some sleeping car trains in Japan feature either Ving Cards, magnetic stripe cards or combination locks that enable the compartment to be locked when you leave it.
I have always wondered why Amtrak could not fit one of these security measures-- especially since trips can last several days.
That said, I agree with what others have said...
Theft from sleeping cars are rare, but I would not tempt fate by leaving objects of value in sight. When venturing to the dining/lounge car, I prefer to take valuables with me to avoid problems.