Does anyone here have a sun room?

Does anyone here have a sun room? I really like the way they look, I really want to make one such room. Look at this site https://lookingglassluxe.com for examples that are really great. I think this is a really great idea - even in winter you can read a book, enjoy the sun and look at the winter garden. But I have some doubts. How safe do you think the glass wall is from burglars? How to set the alarm in the house, because if someone walks on the street, the motion sensor may work. Perhaps someone here can share their experience?