So, there's currently an event held in FGO right?

Yeah

Turned out Saber was building a Mordred statue

Aaah~, yeah that

She even made lots of excuses but as I thought she has something on her mind concerning Mordred.

But, afterwards...

She destroyed that statue she just built.

That's just simply what she has to do to see the event, so you don't have to think much about it

But it's not just the statue, she then continued to destroy all Mordred-related facilities!

I fear there's some sort of feud between them that a person like me could never understand...

It simply means that she continued to construct buildings Mordred demanded in her first play-through

and that also means she's an idiot(loving & passionate) parent.