Because they've found it's the only way to get the media and the public to pay any attention to their message.

You can certainly argue that they're in the wrong to use these methods, but so far it is seemingly the only way to make the world realize that there are people protesting for the climate and against oil, and that is why they do it.

When people protested against oil pipelines, the military was called in. Activists have literally tied themselves to oil rigs and it didn't make an impression. I think, if you can come up with a method that works for drawing attention to the climate crisis, most of these activists would be very grateful to hear from you. Because they've tried a lot of things, and so far, vandalizing art pieces is just about the only thing that gets the world to pay any attention to their message.