Hi,
during my travel to Hong Kong I will go around with a small backpack with inside money, passport, mobile, small camera.
In Japan as you could read in my review of a massage shop, they often give a bag where customer can put valuable things, for safety.

I would like to know if there is any risk if I go to have a massage to Gigi in North Point, or Serenity Spa or Reiki Spa, and I have a backpack with valuable things inside. I am not worried about owners or massage girl, but mainly about other customers or something can happen.
Sorry for my stupid question but I have never been there and I would like to know your opinion. Is it better to keep valuable things in my hotel, or it's ok to have it with me? do you have something to recommend?
Again, sorry if you think my question is stupid.

There are no stupid questions, only stupid mistakes. Well, ok, sometimes there are stupid questions, but this isn't one of them.

I think a reasonable approach would be as follows:

First, make use of your hotel safe to deposit valuables, leaving you with just what you need for the day.

Second, if you need to have things like a laptop with you, put it in a lockable pouch of your backpack, or buy a little padlock to ensure that this pouch cannot be opened without damaging the bag.

Third, in the places you mentioned, there should be absolutely no problem either giving the sauna your locked backpack, or keeping it close to you.

Fourth, what I would *not* do is leave my backpack or wallet in an unlocked locker in any changing room in any country. No lock will keep out a true criminal, but any lock will keep ordinary people honest, and that's who you find in these places -- ordinary people.

These are just general precautions. The places you mention are not rip-off joints, so no need to be worried. Just take these general precautions, and all is likely to be fine.

Macau saunas even easier, since all have lockable lockers.

Gherk

I agree with ggherkin, and would just add that if you look paranoid or worried about your bag you will draw attention to yourself and might be targeted.

Most places either have lockers with electronic locks or you carry your bag into the room with you.

I went to these places with my SLR and left it in bag in the room. No problem whatsoever