A steel box? I guess they really don't want anyone making off with it in the night. (Although I think concrete would he much heavier to load onto the back of a lorry - that is, once you've gotten hold of one that could carry the weight!)
It's not that unusual, Edinburgh boxes were cast iron. It's fireproof, sturdy, and yes, difficult to nick. And you just know some closet Dr. Who fan did what we all want to do.