Had a Sentry Fire Safe. The specs said the space in the walls was filled with a substance that absorbed humidity from the air (been told gypsum or some gel). In a fire, the heat would force the water vapor to the inside of the safe. Soggy documents are less likely to combust, I guess.
I wouldn't store anything metal in one because of the likely high humidity and rust factor. YMMV. Looking at an all steel safe through Harbor Freight since a true gun safe is far out of reach for me.
Gustatus Similis Pullus