Laptop is stolen by a foreign intelligence agency who can do things like "pour liquid nitrogen on the ram and swap it to another computer to recover encryption keys" or whatever (I've been told that's a real attack... but it always seemed like an intelligence agency ought to just make a device to read the ram without pulling it at all... just hijack the wires communicating to the ram or something...)
If that's your threat, the device doesn't leave your sight or possession, ever. I work at a significantly lower threat level than that and we're regularly told that when off site devices don't leave your possession, and on-site, deviecs should be tethered and locked when not in use.