Picture by the_bosshog
As well as being easily converted into cash, such devices have the advantage of being relatively portable, as the RACV's insurance manager Paul Northey pointed out:
These items are easy to pick up, and can even be put into a backpack, allowing a thief to make a quick getaway.
With that said, though, televisions (hardly a compact item these days) are also regularly stolen.
As well as taking proper household security measures (decent locks, alarms, not leaving items out in the open, and an insurance policy), you can ensure confidential data isn't lost on your PC by following travel safety guidelines, making sure you backup regularly to an external source and encrypting your data.