"The AP reported there is no information that Mr. Burr had inside information, and his committee did not have any briefings during the week when the stocks were sold."
https://www.washingtontimes.com/news/2020/mar/20/gop-eager-hear-sens-richard-burr-kelly-loeffler-st/
Also, the super secret rich luncheon Burr spoke at was open to the public.
It could be they received some information that was never relayed to the public, but so far that evidence hasn't been presented.