This is one of the few very "rare" reasons a laptop is better than a desktop lol. I don't think there's any need of a theft proof desktop, unless you live in a crime ridden place or you know some people that would try to steal your PC or something.
Maybe you look at of this with a higher view, why not protect your whole home? I'm guessing you also have a TV and other valuable items at your home, which obviously criminals will look for too. I think you should install a alarm system with a small cctv camera or two, and with that you should be fine.
Hope this Helps!