Risk is subjective. Dunno if we'd view each other's situations as "high risk" and don't see how it answers the OP's question. I got a theory... but I'll leave it unsaid.
IMO safes are great, but:
A) they aren't perfect so you still need insurance.
B) they can create security risks of their own by telegraphing the existence and location of valuables.
C) they restrict mobility...not walking around mobility but "I don't like this neighborhood let's leave" because they are expensive or difficult to move.
D) Not all residences offer a suitable location for safe mounting, and unattached safes are a waste of time.
E) they take up money that could go to making significant quality of life enhancements (better home, more guns, etc) without necessarily providing long-term savings.
F) they are not necessary for meeting potential legal obligations.
G) They are not cheap. Oh, you can get a small utility firesafe good for pistols for $300, but a reasonable gunsafe will cost 3-10 times that.
Which translates, to me, into: you should buy the best gun safe you can after you are well settled in an otherwise secure location and have the resources to make the purchase painless -- OR as soon as you have items which cannot be replaced in a reasonable time frame. That can mean sentimental value, true collector's items, NFA items, or ANY weapon if you live in a restrictive jurisdiction with difficult to get permits for each purchase.
If you need a safe you know you need it. You can articulate a set of reasons why it is necessary. If you don't? Buy guns, buy ammo, go shooting.