Insurance for cyber incidents usually only cover you if you took reasonable measures. Like not exposing your internal systems to the Internet.
If someone walks in and unplugs your refrigerator and causes you to lose all the stock in it, your insurance is going to cover you. You don’t need to show you locked the power sockets.
Many business insurance policies come with requirements for physical security, if you've skimped on them, you're not getting paid out.
It depends if they entered by forcing through some security facilities or the door was full open with a white on red panel "the plug is over here" and a big arrow pointing to it.