95% of the time I take my firearm out of the vehicle for this reason. Most of the time, I have it in a holster on me, or take it off and keep it close by. But the main issue is how fast can you access your firearm when it's locked up in a safe inside your vehicle. IMO, it does you no good, unless you take it out for quick access.
But I do know some shooters who keep a small gun safe that has been mounted and secured to the vehicle. It's just big enough to hold a standard pistol.