I have been watching this process from the very first days of the launch of the network. If investors first looked for more advantageous offers on commissions, now they are paying more attention to the technical security of servers. Again, you can lose your tokens in case of block skipping by the validator and burning part of the issue. But usually all validators compensated these losses to their investors!
Of course we have to select validators which are very robust in terms of its security structure (e.g. those validators which have good uptime statistics, haven't had any security issues before, etc.).
I guess I'm more likely to delegate my tokens to validators who doesn't only have a huge amount of delegated coins but the node owner had also a sizable stake within that node. Other than that, I assume there are also well placed security mechanisms to protect delegators from totally being ripped out from their staked tokens should a severe security issue arises.