At the end of the day, it's just a thing. Yes, its YOUR thing, but it's still a thing.
I'm pretty far from a bleeding heart anything. Former Marine, lifetime firearm owner, gunsmith, knife maker, huge fan of being responsible for your own actions, etc.
No thing is worth a life. Mine or some low life theive's. No state will look kindly at someone shooting another human being because they were stealing something not inherently dangerous to others or as a matter of personal safety.
Cover it. Use common sense about where you park. Get involved if you see something being stolen, but don't go around threatening to kill people over the theft of a mere thing.