Garden sheds may contain all kinds of stuff - and some valuable, expensive items: tools, bikes, lawnmowers, BBQs, etc. They frequently are targets for opportunist thieves, looking a quick grab for selling on for cash or, in the case o bikes, for quick get-about.
Securing your shed is important. There are various locks, alarms, etc., available … this page points you in these directions …
Essex Police have advice on garden security
High security garden sheds - for bikes, tools, etc