I don't blame you! I would love to wear all my pretty things on vacation, but I worry about things being taken at any point. If you are staying put in one hotel, it is so much easier. On our last trip we were moving all the time and I had to think about how I packed and put things each time so they would be more accessible. That is what I like about a cruise, you unpack and you are done! I don't like to feel as if I am taking things I don't need. Years ago I used to over pack something awful. Now I realize that so many outfits can be created with few pieces if you really think about it ahead of time and make sure everything is coordinated I try to pick a color palette and stick to it. I almost snuck in some navy blue into my last trip, but stayed strong and stuck to my black, white and red palette in the end.
If you are on a direct flight, I feel there is less risk of not getting your bag. We had to change planes at Heathrow when returning from Ireland and of course the one checked bag did not make it back with us, but we did get it the next day at home. I put anything valuable into my carry-on pieces so I didn't have a heart attack. The Cruise jacket packs so well and I took mine on my last two trips, as you know. I just pack it in some folded tissue paper. If you wanted to take a heavier jacket I would wear it on the plane.
