There is space launch insurance. Private companies almost always have it since the risk of a failure and loss of a very expensive satellite is not negligible.

There is space launch insurance. Private companies almost always have it since the risk of a failure and loss of a very expensive satellite is not negligible. However, the government tends not to buy insurance. For an entity as big as the US government, insurance will surely be a net loss when you add up all of the times they would want to buy it. For instance federal employees don't buy any of the insurance offered with rental cars. Obviously with the number of federal rentals, there are lots of accidents that the government must pay for, but this figure is lower than total cost of all the insurance they would have to pay for to avoid it. In general insurance is only advisable if the avoided costs would be too much for the insured to pay out of pocket. And the federal government can essentially pay for anything. That's not even mentioning specific concerns with this highly classified payload. The insurance company would want some knowledge of what they are insuring to assess its value and that's just unnecessary risk to the secrecy.