One reason for the difference could be that heating in consumers homes is very much dependent on electricity (whether or not the actual heating is gas-powered notwithstanding), whereas in other countries there may be more woodfired heating, for example.

Does Switzerland border Russia or another country that may invade if industrial production shuts down?

Russia is in no shape to attack anybody right now. And industrial production doesn’t really have anything to do with any hypothetical acts of war. The fact is simply that the industry is vital to keeping the economy running, while rolling blackouts in homes are in the end merely an inconvenience.