I have lived in different European countries and have never done any of that, except locking the door when leaving the house for extended periods (the rest of the time you can just close the door, unless you have a dumb handle that can be opened from outside without a key, and even then I didn’t bother locking it if I was inside) and maybe avoiding leaving valuables unguarded in a cafe (I’ve left stuff unguarded before, but I wouldn’t do it in every cafe in every town). For pickpockets, I don’t keep valuables in back pockets, but it’s not something I would want to do anyway, and I don’t actively worry about pickpockets.
Yeah, I’m not saying there isn’t more danger of property crime in Europe (although it depends on where in Europe; where I live now in Germany no one locks bikes in the inner courtyard in the small housing complex where I live, accessible freely from the street, for instance, and when I lived in the Netherlands I didn’t lock my bike at all when stopping at small towns and rural areas, although I generally did in cities); I’m saying you don’t have live continuously worrying about this stuff. I don’t worry about locking the front door, or about having valuables easily accessible, or about my surroundings; I just keep house keys on me and pull the door shut when I leave, and I keep valuables where I’d keep them anywhere in the world. I go where I need to go, even in places considered sketchy and even at night, with no particular worry. The level of alertness you need to have in Europe is grossly overstated by some.