I first let everyone see me take it into the restroom with me, then I leave it unattended. It's like my own personal DRM.

(I am just kidding)
My jacket cost more then my reader and I have to leave it unattended too. It depends on where I am but I don't have a problem leaving it on the table in the scenario you described. I'm not going to let the fear of having it stolen keep me from taking it with me and enjoying it.
I've got over $1,000 of books on it so I have confidence that the publisher's will track down the evil pirate that steals it.