That system is the whole point of the game! It is not meant to be safe or pleasant.
You can be robbed at any point, and it is your job to make sure you're safe. You can go with a friend. You can go multiple times so any single loss would be bearable. You can travel at night, sticking to the shadows, or you can drop your royal armour, don rags and primitive tools to present less of a target. That's where the fun lies.
Finally, YOU can be a trader, travel between posts or various guilds trading regional items.