I lock my hand luggage which contains my valuables in my large case.
Sure not unusual in a hotel for someone to walk out with a suitcase but very unlikely for staff to do this as would take a lot of explaining as most hotels have CCTV.
On all my trips not yet heard of anyone having a suitcase taken from their room.
Remember the hotel that JY used when i did Austrian Lakes had safes in the rooms and inspecting them thy weren't bolted down, they were small and anybody could have walked off with the safe.