I grew up on the east coast. My inclination has always been: don't leave valuables in cars, especially not visibly so. Keep your stuff in sight and typically on your person. Here in SF, I often see people leave laptops on tables as they go to coffee shop bathrooms and I think, "wow, that person is crazy". (Even though I have never seen their laptops be stolen.) And it wasn't SF that did that to me.
Where are people from that they don't feel they have to be vigilant of opportunistic property crime? I disagree that it doesn't happen everywhere, just that the amount or frequency varies with the place.