As for having a gun safe it may be more for the purpose of keeping your gun from being stolen... according to the BJS from 05-10 1.4million firearms were stolen during household burglaries so an average of 232,400 a year over the period of 5 years... lock your ***up when you're not there...
Good news is that about 50,000 less guns are being stolen per year from the ten years previous to that... that could have continued to decrease as well...
Unfortunately it doesn't really get into how many are recovered or if any are found to be used in crimes... some do make the argument that this is a statistically insignificant number since there are 310million guns in the United States... though I would argue that it's still pretty significant regardless since the number of stolen weapons is high regardless to its comparison to the total number of guns in play...