I don't know why you bothered to ask on here. Nobody was making rude comments or insulting you. They were just telling you how it is. YES, you are being overly paranoid! Maybe you would be better to get a good alarm system? You bought a heavy safe from a place that specializes in them.
If you really think the guys delivering it 30 miles are going to come back, hope no ones home, go directly to the safe to steal what they don't even know is in it, then you've got bigger problems than being paranoid. Petty thieves want to get in quick and be gone even quicker. If someone broke into your house and got the safe open, it wouldn't take a rocket scientist to suspect the guys delivering it. I don't think a 700 lb safe would be the easiest thing to break into by a petty thief. Have the safe delivered and don't worry about it.