Do they have any performance benefits? (i.e. would I need to inform my insurer?)
No and no...
...Hmm, I say No and Maybe.
No performance benefit for silicone coolant hoses other than being possibly less perishable and less prone to surface damage - Highly unlikely and even Volkswagens don't last centuries! To clarify that: The material which Forge use for their hoses will perform better as a material but not add to bhp/tq performance.
Maybe according your particular insurer: If you have a Like-for-Like replacement policy (as Greenlight and Sky, for example) and the hoses get damaged and need replacing, then you might only receive the value of OEM hoses and not Forge's. So I would definitely inform my insurer and in the knowledge that it wouldn't effect my annual premium.