I concur with all the previous comments. For most travelers, taking your valuables, drawing the curtains and closing the door to the roomette is the best you can do.
I would add that if you are very concerned, you could bring a lightweight bicycle cable lock and cable your bags together around the seat adjustment bar under the seat in the roomette. Ultimately it will not prevent someone from taking your belongings, however, it will make it more difficult and time-consuming.