Sadly I'm one of those guys. I used to never be but I don't trust the gym I train at to keep my shit in a locker. I've seen guys bitching that their locks were cut off. Now if I am going to the gym from my house and already in gym clothes, I just grab what I need and don't even take the bag. Or, if I go to the gym by my house and have to change, I leave it on top of a pigeon hole thing people put their stuff in because that gym is safe.
Hell at the non-trustworthy gym, people were hanging their car keys on hooks and thieves had people outside saying what a person looked like that drove a nice car. The person inside was watching them and if they hung up their keys, once they walked away the inside person took them and the people stole the car.