Yeah, this is always a concern. Bike thieves unfortunately have the edge at this point, since they can make quick work of most U-locks with an angle grinder. Following my historic rule of thumb that I will spend around 10% of the cost of the bike on a lock, I settled on a LiteLok X1 for my current ebike, which purports to have some resistance to grinders?
Most of the time though, I'm riding to and from work, and have indoor storage at either end. When running errands, I have different levels of paranoia that trigger different behaviours. If I'm just hopping into a fast food joint and sitting where I can see the bike, I might only self-lock it with a chain lock I kept around from my older bike. Max theft deterrence would entail both locks + remove battery + remove seat. But I've never left my bike parked out overnight anywhere. That's just asking for it.