Generally, I don't worry about any of those things because I know that there's some pretty clear legal recourse for me if non-crypto companies steal from me.  But when it comes to anything in the crypto space, once your coins are gone, they're gone--so that's kind of an unfair comparison.

I'm in the class of people Pmalek referred to, i.e., those who are unable to verify that the code behind hardware/software/whatever wallets doesn't contain anything malicious, and therefore I have to trust that other people who know how to analyze code have done so with whatever wallet we're talking about. 

And yeah, sometimes I do wonder about Ledger's products as I know their code is closed-source.  I don't think it's likely that one day everyone's Ledger coins are going to disappear and that whoever runs the company is going to flee the country....but it's possible.  Not probable, but the chance of it happening isn't zero. 

That's going to happen when computer-illiterate folks like myself get into it, but would we really want bitcoin to be for computer science majors exclusively?