I think once you start cutting doors and windows into the container or build stick walls between them with doors and windows you have compromised the inherent security of a container. Keep the container as is and you will have a container that is more secure than a stick frame building. Containers are not Fort Knox as anyone with a cordless grinder can get in given enough time, however I agree they are more secure than a stick frame building. As for cost per square footage even if the container was more I would go with the container every time. If you are looking for a relatively secure storage building then shipping containers are the way to go. I don't believe there is anything better.
My original response may have been confusing. I was comparing the cost of the container building at the beginning of the OP's thread compared to building the exact same thing with wood. My preference would be to make that building out of wood and avoid the pitfalls associated with using a shipping container. That building is no longer equal to the security of an unmodified container. I think I could make that building out of wood cheaper than the cost of the two containers. Just my opinion so take it for what it's worth.
Does any of that make sense?