I'm sure they have a long list of soft targets. US and EU intelligence has been watching for decades and the Ukrainians are no slouches either. Just not sure if it's in their best interest at this point. Why blow it up if you could ultimately seize it? There has to be a ton of priceless artwork in a place like that which could be a great cultural bonus to both countries...
I would also say, some of the quick interior shots in this video are very likely NOT from the palace. This producer/blogger has a habit of inserting filler which I don't respect and actually stay away from all channels that take a 30 second soundbite and stretch it into 5 minutes of ridiculous unrelated video editing. Hate that.