... as far as I know, mercury isn't a restricted product and can be shipped to your door.

Here's a video of a guy flushing 240# of mercury down a toilet (NOT connected to a sewer or septic system), just to see if it was possible: https://www.youtube.com/watch?v=GvVaaZ21C44

It's not exactly difficult to find industrial users of mercury, and the mercury at Sunspot is in a sealed instrument. I see no reason why the presence of mercury there would be incentive for an "armed group" to attempt to assault and/or hold the observatory.