Honestly, I agree with you and with them. They chose said painting because it is incredibly expensive, so it represents how much people are willing to pay for a painting, while not doing an effort to care for the world we live in.
According to my sources, another reason was that the painting was encased in glass, so they saw it as a great target for the stunt, to get attention, while not causing any damage to the actual work of art.
So, the message being “Look at how much you people’s care about us “destroying” a work of art, but nobody gives a shit about the people who are destroying the world”.