I too just leave my things by my chair but it's nothing very much that I have with me. I leave my seapass too and never had a problem. I also keep an eye on my things while at the pool.
I always have a tote bag with me with a camera, compact binoculars, cruise card, watch, CD player and earphones, sunblock and a few dollars. Like Sonny, I just leave it under my towel or under my lounge chair. Never lost a thing in 30+ years of cruiseing.