I've been going to the House for years as well as other sessions in the area and have never had any trouble. I don't know what you consider late at night but events at CSH don't finish late by big city standards and I've left other events in the area far later than CSH closes, loaded down with valuable instruments, and not had any problems. Any alternative location could not be in a nice leafy residential area as there would be complaints about the noise, the suburbs of any city would be harder to get to and from and a location closer to a city centre would be more expensive, have parking problems and be more likely to be unsalubrious.