I’m slightly unsure whether the average U-lock is actually safer than a heavy-duty chain. If the chain is thick enough, you’d need massive bolt cutters or an angle grinder - and with a chain, cutting with angle grinder is trickier. You usually need someone holding the link with pliers while you cut, and you have to cut both sides to get through it.

With many U-locks, you only need to cut one side for it to fall off, and it’s much easier to keep steady while grinding.

I generally agree with you except nowadays there are "grinder resisting" u-locks that are very expensive, bit also effective. As usual it's not like they are indestructible, but its just just a matter of more time and effort to get throught them

Here in this video there is one example, but it's easy to find others:

Personally I use an heavy duty chain, I don't care much about weight (I already load my city bike with lot of stuff) and I can secure relatively quickly a around the frame. But if I had a more expensive bike I would probably use one of those fancy U-lock