Its not just EWR. Stuff gets stolen out of EVERY crewroom in the country. Because not just pilots and F/As have access.
The contract rampers in SEA are paid minimum wage and tend towards sticky fingers.
Then there's the TSA. They just steal stuff out of suitcases while they're running them through the X-Ray after you check your bag.
Personally, my bags go with me everywhere. For the simple reasons that: 1. It precludes theft and B. If I happen to pull a trip with a DH for the first leg out of Open Time, I don't have to go through SEA to get my bag. I just go from home to whatever city the second leg operates from.