i used to be afraid to own nice things b/c i thought i would break/lose/get them stolen. My solution was to simply admit to myself that i wasnt able to own stuff like that yet. over time i developed more discipline, and awareness of my personal effects, and body, and found myself owning higher quality items. like nice sunglasses. I got my first pair of really good sunglasses after years of refusing to. when i did, i just made myself some rules. and made sure the rules were workable and realistic. you dont want to take 10 minutes to put your sunglasses away... so anyway my rules were Get a good case. always keep the case in the same safe place, and only put the glasses in 2 places - on my face, and in the case. The only time i ever had issues is when i broke my rules and did something stupid.
So the same goes for the $1700 IEM's im about to buy (JH3A) granted its a totally custom rig so it probably wouldnt be much use if someone stole it.. but theifs dont know that..
anyway i have to weigh buying it and protecting it vs enjoying it. part of me says dont travel with it, its too expensive, the other says of course travel with it, thats why im buying it.. portability. Freedom.
so the solution is to be conscious... keep them in my ears, or in the case.. keep the case in the same safe place wherever i go, and do my best not to flash them around and shout to everyone "HEY I HAVE $1700 HEADPHONES".
at that point you just have to trust that you are doing your best and either admit to yourself that you can or cant handle the risk, but having a system in place and being a little prepared for tricky situations can really ad some peace of mind. I literally have to practice with my new gear sometimes be it headphones or otherwise.. sounds silly, but hey, better than regretting a stupid mistake.