Skyrim's in the middle of a civil war. The steward of Whiterun was worried about sending guards to Riverwood, a small town. If another hold saw you amassing a small garrison of troops at a single location, you'd probably have to worry about enemy scouts and full on organized raids from the Stormcloaks/Imperials rather than giants.
And they're rats, they get into places they shouldn't. That's what they do. Our normal earth rats can chew their way almost anywhere, and Skyrim got their rats supersized. If they left a hole in our walls, we'd be having a whole different conversation about how the rats are distroying homes. But building a home in the middle of no where, especially in such a cold climate, would attract animals of all sizes to both the smell of food and the warmth and shelter of the building. It would be strange if nothing got in, because Skyrim is suppose to be a dangerous and harsh place to live. If this was Cyrodil, a generally safer place, I might agree that attacks on houses is a little much, but it's Skyrim.
Alright, twofold counters:
In-game, in-character:
Mercenaries. There seems to be a small army of potential followers sat around, quaffing mead and not giving two damns about the war until you wave a bag that goes 'clink' in front of their eyes. Or until you punch them in the face. Whatever works. I was never talking about town guard. And that argument is already invalid, given the small private force on the Golden Glow estate, that only the Thieves Guild actually gives two damns about. Or the Black Briars and their Steel Plate mercenaries? No one bothers them, either. (Well, except me, but that's my job. Sort of. They have loot, shut up.)
Also, trained guard dogs? Making the place smell like something scary to keep them out? There are a whole plethora of in-character reasons to be perfectly able to keep stuff away. So, sorry, 'It's Skyrim' does not in anyway cut it.
Meta-Game argument:
While some people might find it fun, I, and others, do not. We would like an option to STOP the things that are not fun, besides the obvious 'Well, don't bother then', because that's a blatantly stupid argument from the get go. A perfectly functional (and fun) DLC should not be marred by one annoying feature that there is NO workaround for, except probably for PC users when they get it, thanks to the glory of mods...
I don't find Skeevers in the cellar fun. I don't find a Giant right on my doorstep fun. Fighting those things in the wild or in dungeons is perfectly fine. I can very easily take them or leave them. I would like that same basic option extended to the DLC houses, with an in-game cost if necessary. I don't see how that's such a bad thing to ask for, no?