If I were installing one, I'd be fitting it somewhere out of the way which isn't easy to access for someone trying to so a quick in & out job, so they wouldn't have much time to hunt it down and pull the unit out and sell it at well-known high street pawn shops before the owner knows it's gone...
Places like the attic, the airing cupboard (low down so it doesn't get slow-roasted!!!), understairs cupboards (behind a false panel maybe), basically anywhere concealed where the average burglar wouldn't go to because of it being too much hassle to get to...