I believe it's just mining the wall.
I'd think that having the news about the destruction of your masterpiece being broken to you by a respected colleague would lessen the blow. And, of course, knowing that a legendary weaponcrafter will go insane if he comes in contact with the Captain of the Guard or whoever will cause many players to do something elaborate involving locked doors, or kill the Captain.
Also: Maybe it should have something to do with the number of artifacts you've made. My mason has been legendary for going on three years now, and has been on repeat furniture-crafting tasks ever since he became legendary. I'll put him on a repeat task, go and micromanage my deep mines or my farms or the engravings in my newest noble's bedroom and every minute or so get a "'George' Shiltobul has created a masterpiece!" message (once I got my fourth dwarf named "Lokum", I started giving my important dwarves easy-to-remember nicknames so I could find them easily in a list; this has also led to my custom of giving my moodiest and most tantrum-prone dwarf the nickname "Jeffy"; it's a long story that involves a trapper with a broken leg). If you made seventy or eighty pieces of furniture that could be considered masterpieces and found out that that masterpiece cabinet that wound up in some poor schlub craftsdwarf's bedroom got broken (because I don't have a bookkeeper yet so no one pays rent), would you be driven into a killing frenzy? Hell, you probably wouldn't even care; I mean, you've had the divinely-inspired artifact that you were the conduit for the creation of cradled in your arms like an infant for three years (note that it's a very heavy solid marble throne), so does it really matter what the hell happened to the eleventh masterpiece cabinet you made?