If you have never worked in a highly regulated industry such as defense or finance then I don’t think you would be so flippant over the data loss concerns.
I work in finance; if you came to me with these sorts of concerns I'd think you a paranoid lunatic.
Lock your screen when away from your desk, but no one is going to be pulling the secret sauce from your systems by occasionally going into your office to ask if you'd like a cuppa.
