A safe room would be a good use but you will need to add support for concrete weight. I'd stick with a walk in gun safe.
Putting the safe room in the basement near where services enter your home might be better.
Out of curiosity I looked up the options.
I thought the saferoom labeled ICE
was a nice touch.
The Home Theater isn't a safe room but if Fukushima & Chernobyl are omens of things to come it helps while away the half life of isotopes.