Can a chain be too big –
Yes and no is the answer to that.
Yes when the practicality and weight of such a big chain could damage what it is securing.
No as the bigger the chain the harder it is to cut.
I went for a pragmasis 13mm chain and was surprised by the size and weight of the thing when it arrived, it is a big chain, much bigger than anything you will see in a local diy or bike store. The other thing to consider is how the chain is made, Pragmasis and Almax i believe go through a specific heat treatment to make them as strong as possible without getting too brittle, you can end up with very hard to cut chains that will just shatter if smashed by a mallet if the heat treatment is done wrong.
Ultimately hoever, if they want through the chain and cant crop it with bolt cutters then a battery powered grinder will do the job.
My advice is get a chain that meets or exceeds the requirements of your insurance policy (solid secure gold for example) for your bike and is practical for use in that if it slips out of your hand when unlocking it is not gonna wreck your frame.