As a regular GRU visitor ( once a month for 7 years
) I'm sorry to hear that some of your colleagues were robbed. Best advice is take a taxi. They are very cheap and the concierge at the hotel will have some trusties to call up. Don't wear that big watch and take some "mugging money" say 75 Real to give up if you are caught out.
Some districts are safer than others but nowhere is completely safe after dark...........