I always used to have mine bolted to the floor, wall and gun safe in case someone tried to pull them off the wall. Even to this day all of our gun safes are bolted together. If someone can get them off the wall and out the door they are welcome to them
I think any self respecting criminal would carry a cordless angle grinder and could therefore cut through the sides of most cabinets in a matter of minutes anyway. We just have to comply with what we are asked to do by the authorities and I am sure most of us would install a cabinet for security anyway.