I don't recall this question coming up before but there may be an answer in one of the other sections associated with assembling the dome or modifications. I hear there is an FB group where you can also seek help.
I live in California and my homeowners insurance covers everything I have in all of my sheds regardless if they have a lock. However, if the dome is offsite then that might be another matter.
You could add a padlock to the door in addition to the included lock and handle and another on the slit opening inside the dome, they would require some DIY modifications but I'm sure they can be done.
What ever you do please post your solution with some photos so others can learn from your efforts.