Only way to guarantee it doesn't get stolen is to take it off the bike and with you.

I also worry a lot less about my dynamo light, seems like they get ignored. As another poster said one can also fill in the screw head if more security is needed (or find some sort of unique security screws).

I've seen bike with the light built into the frame, I imagine those are hard to steal:
https://gizmodo.com/trek-lync-review...hen-1639302045