To state the obvious:

1) It is not clear that the people of Iran actually want to blow up refineries in general right now, but living in an autocracy they don't have much of a choice.

2) Because there is a pretty big ocean between them and most American civilians/infrastructure (this also enabled past colonial powers to wage war very pretty cost effectively and at their convenience). I'd like to argue that the prospect of retribution on home soil is important to stem aggressive wars, but at least for medieval Europe this apparently did not work that well either.