While I haven’t heard a reasoning from any of these groups why they perform provocative acts in galleries and on historical sites, I think there are reasons:
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A lot of art galleries, opera houses, and other institutions of high culture are supported by the super-rich. As such many of these institutions are outlets of fossil-fuel money.
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High culture is essentially a distraction for those with education and intellect. So going to places of high culture means you tend to reach (and, granted, annoy) the kinds of people who have enough free mental bandwidth to understand and enough clout to actually influence decisions.