Honestly, not really. You'd be surprised how much valuable information people leave laying on their desks. Or loose-leaf in a backpack that is half zipped. Or in their pockets. Or on their car seat. The list goes on.
I am more aware than you might think, but not as worried about what can be stolen in a few hundred pages as what can be stolen in hundreds of thousands of documents.
I'm also not enthusiastic about how it's more secure from governmental snooping to mail a hard drive than it is to send its content over the Internet.
