Dear Leuschna,
I have seen Indian, Italian, Japanese and Korean boilers. None of those had insulated safety valves.
Reason: Floatation test of the PSVs is common and it is done while the boiler is in operation. You need to gag two PSVs while floating one.
Still, to clear all doubts, do contact the boiler manufacturer, as they always have the last word. You could be surprised if these guys really offer you partly insulated PSVs.
Regards.
DHURJATI SEN
Kolkata, India