I'm very senior in the NHS and it's happened twice. I've never lost my job.
First time I put my laptop bag at my feet in King's Cross station whilst I bought a coffee. Literally seconds. Looked down to pick it up, and it had gone. Stolen in the blink of an eye.
Second time I'd been in London, very busy conference, I was speaking, long day etc. When I got to my stop, I got off without it. And it was never found.
Both times the incidents were reported to the police, so if you haven't done this already, you must.
Of course, I had the "talk" about safeguarding the equipment, but I never once feared for my job. They are incredibly encrypted, perhaps if I was clinical I'd have worried a lot more, but I'm not and at best they would have seen spreadsheets which eventually end up in the public domain anyway in the board reports. But lessons were learned. I never put anything down in public places. And I check check and check again before getting off trains. I'm a lot more careful.
Mistakes happen, you're only human. Just own up to it.