[moe]

I think this risk is marginal.

No, this risk is most certainly not marginal.

There is a difference between someone stealing a snapshot of your data, and someone gaining permanent, undetectable access to your data.

It's also about attack scenarios;

With an USB stick crafted for this purpose I could steal your credentials in under 10 seconds, while you're on the toilet and forgot to enable your screensaver. Locating and downloading the actual data would take much longer, planting a trojan for later would be much more difficult and unreliable.