This might sound like an odd question, but how good is your eyesight?
I went from a 13" MacBook Pro 2010 to a 13" MacBook Air 2013. The latter weighed less, had a near-identical screen, and of course had three years of improvements under the hood. The MBP Retina was an option, but frankly, I couldn't see any difference in terms of clarity or appearance. Perhaps my eyesight isn't what it used to be.
The MBA can handle Diablo and World of Warcraft quite adequately. I chose the max'd out CPU, RAM, solid state disk, etc. because it was better value (for me) than the MBP w/Retina.
I share your concerns, re: laptops. On the other hand, desktops are vulnerable in their own way, too. An off-site backup –
BackBlaze or
Mozy, for instance – will mitigate the threat of theft or tampering. Also, consider full-disk encryption. It won't slow your system down noticeably, partly because today the heavy lifting is done in hardware, not software (thank you, Intel). That way, you can keep your data out of a stranger's hands.
My father, bless him, told me once, "A cabriolet is to a hatchback: a third less car for a third more money. A laptop is a cabriolet."