There is a general consensus that bikes should ideally be attached to immovable objects with significant locks when their stored and there have been a lot of threads on here over the years (an even more in the news) about bikes being nicked from inside sheds & garages even when they've been chained up.
Does the locking up of bikes inside the building actually do any good?
Have there been any cases where a break-in has happened but the bikes haven't been nicked due to them being locked up?
Yes, our shed got done over a few years back, but they didn't get the bikes out of it.
I'd cut a hole in the floor, dug a hole, sunk a motorbike chain into it, then filled with concrete. Bikes were locked to that with heavy-duty "normal" bike locks.
I just put mine in the shed and lock the door. It's all my home insurance stipulates.