I like to have my guns accessible inside my house, plus have them under climate control.
Also from a layered security standpoint, all my other "layers" are focused on my house. For example, my two GSDs are inside the house. If I'm home, I'm inside the house and can be armed in a short amount of time. Alarm covers the house (though could be easily added to an out building). Safe is discreetly located inside my house. So before someone even starts to try and open the safe, they have to get into my house, get by my dogs (and possibly me), and the alarm should be going off (time constraint while trying to open the safe). On an outbuilding, most of those factors don't apply. If you have an alarm on the building, it likely won't be triggered until after the building is compromised somehow, as opposed to before.
Just me, I'll always want them in my house for those reasons. If I were ever to build a dedicated secured gun room/vault, it would be inside my house, not in a separate building. I will (hopefully) always have a house with an attached garage for similar reasons.