What does surprise me is why did you go in with credit cards and a rolex. I presume the cash was for the punt. And since I had a similar sort of scare 4 years ago ( no where near as bad as yours I may add, but lost £180), I generally tell a friend who I am seeing and where the punt is, if its a first timer.
No matter where I go to I take the bare minimum- exact cash, No CC's, cheap punting mob, cheap watch, no jewelery like rings etc, some toiletries and park some distance from punting zone and a single key being my car key.
The worst area I punted in was similar to yours, concrete stairwells, blank doors all painted the same, dim lighting. At the bottom of the stairwell was this woman who looked like she was a watcher, had to step around her. Awful room. Like you say, I have never been back to a similar venue.
Your story is a timely warning to all of us that we must always be vigilant. Grateful you are OK and able to tell us the story, I'd have been terrified.