Because the kind of person who has NAWZ installed is prone to driving their car into various walls and ditches and things, and is in general a rubbish driver. None of which apply to you, but that's the kind of sweeping judgement that insurers have to make unfortunately because for the most part it's sadly true.
On a side note, is it really worth adding just for track use? Any extra bhp you get will be limited due to the extra weight (although not totally nullified) and more power won't necessarily make you any quicker whereas something like a decent brake setup really would make a lot of difference, or even a set of R888s. You could also use those on the road and insurers wouldn't have a hissy fit at them either. I can see the point of it in a 1/4 mile car, but not a track one.