Nah. There are far easier targets with far larger economic impacts. This cold box certainly cost a lot of money, but it won't break the bank, just delay the fab construction.
In fact, I could almost imagine that sabotaging this thing would actually have an economic boon as it would allow the roads to operate again (rather than shutting them down for days to move a 10mph mega fridge).
Consider, for example, the economic damage of the camp fire wildfires. That was caused by a single downed power line.
An insurance company spreads losses, it does not make them disappear. From a country’s economic point of view, the destruction of an economically productive thing is just as much of a loss, regardless of whether a single business and group of investors/shareholders experiences it, or if it is spread amongst various insurers, and hence their insureds via increased premiums in the future.