Actually, if memory serves, the Senate was in Pompey's facility because the Curia in the Forum had still not been completely rebuilt after it was burned to the ground in 52 BC, when the mob decided to cremate Publius Clodius inside the original building. Caesar took on its rebuilding, but it wasn't finished by 44 BC.

I suspect that the building itself was less sancrosanct than the religious rites which preceded opening the Senate, but you might have a point that it was slightly less blasphemous to murder Caesar outside the Pomerium.