Presumably part of the appeal of a small reactor is it's cost. If you're trying to do things on a budget, then there's smaller budget for safety.
I think, in other words, the cost to guard and physically secure a reactor doesn't depend on the size of the reactor, just the existence of the reactor [1]. A large reactor would require the same defense as a small one.
Note that the majority of the cost of nuclear is the people [2].
[1] https://www.nrc.gov/security/faq-force-on-force.html
[2] https://energy.mit.edu/news/building-nuclear-power-plants/