Duuude, I'm super paranoid at tournaments for this very reason. For some reason, I'm guessing it's because gamers are known to be poor, they're known to be thieves as well. I always keep my shit on lock. I usually have some kind of bag and keep it by my side at every moment. But when you're nice enough to bring a console and your own games, it's hard to keep track of it 100% of the time. That's why I'll never do it. At Final Round, I actually know shit was stolen because I was told, but it wasn't mk shit that was stolen so I had no idea where it came from or who it belonged to. There's some shady ass low lifes that go to tournaments.
This quote that I heard a long time ago when something got stolen at a tournament captures my post in one sentence, "protect yo shit, or lose yo shit, ya heard?". Sucks that the FGC can't be trusted.