A phone left in a taxi, a laptop in a hotel room, a tablet at a security check. The device goes missing for a few minutes, an hour, a day. The risk depends on what is on the device and how it is protected.
A device with a strong screen lock, encryption turned on, and remote-wipe set up is recoverable from a missing event. You report it, you wipe it, you change the passwords on the few accounts you treated as not worth the extra effort. The cost is the device.
A device without these protections is a different matter. The contents are readable. Saved passwords give access to email and accounts. Photos and messages can be downloaded. By the time the device is returned, copies of what it held may be elsewhere.
The defences need to be in place beforehand. A long passcode, not a short one. Biometric unlock backed by a passcode for serious actions. Full disk encryption on any laptop. Remote wipe enabled on every device. A separate device for travel that does not carry everything from the main one.
The desk reads the device side of your setup where it bears on the work, and identifies what is currently a single point of failure.