I think I would ask the company about the thickness of the material used. Mine is about 3 times that size and is made completely of 1/4 inch plate. I also have 4 - 1/2 inch anchors into the concrete. As my closest neighbor can't really see what's going on here I worry more about someone getting my cutting torch from the shop and cutting into it. We've never had any problems here and I never lock the shop. As far as houses etc. go, locks only keep honest people honest, if someone really wants in they'll just knock out a window or kick the door in.
A friend I used to work with had what he called a gun safe but it was no more than a gun locker (16GA) welded. The burglars just pried the door until it broke open and he lost everything. He now has one about as heavy as mine.
but he has seen many times they push them over out of spite if not bolted down.
I've also heard of this happening.