Is there any reason, other than expense, the NAS couldn't be reasonably secured on site? Put it in a box made of quarter inch steel plate, then bolt that to the concrete foundation. If they bring a cutting torch or jackhammer they could take it... but they're not going to.

With the density of modern storage media, the secure box could be quite small, much smaller even than a typical residential safe. And it needn't necessarily be accessible like a typical safe. If you design it right, it needn't even have a door that could be pried open with sufficient leverage.

It could at the same time be disguised. It could be bolted to a concrete wall, covered with a fake electrical conduit box (which would help disguise the wires going into it), then completely covered over by drywall. To find it you'd need to gut the house, and in the unlikely event that the thief found it they'd still be left with a hard nut to crack.