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Do ask and learn about places and use common sense, but no point in having the gear and not using it. Insure it if that makes sense and take what you want to use. FWIW, we travel a fair bit and have had nothing stolen anywhere, including in almost 30 years of dive travel. If I really felt someplace was so risky and there was no way to mitigate it, it's probably not someplace I would be going anyway.
We use a safe if available for passports/wallets/etc. If that's not an option there's the dirty laundry type thing, though I imagine if anyone were really looking they probably know that one and could check out all the possible spots quickly, so mostly it makes you feel better. But out of sight instead of quick and easy is still worth something. (Cleaning and maintenance staff are going to be the first ones people suspect so are probably not the ones to worry about.)
We used hotel room safe in St Croix because hotel staff, cleaners and repair guys, were VERYcasual about leaving guests rooms doors blocked open while they worked and went off to get supplies. Plus our balcony was separated from others by easy climb railings. Left all the dive computers, phones, wallets, prescription masks, money in safe and left all other stuff covered up so no temptation to staff. Also brought all gear into room at night and when not in room, again to avoid visual temptations.