In a word, No. As it's not a road insurance policy, motorcycle track day damage insurance is treated differently to road insurance, e.g.
A trackday claim does NOT need to be declared to your road insurer
A trackday claim will NOT be notified to the claims underwriting exchange (used by road insurers to search your claims history)
A trackday claim does NOT affect your No Claims Discount (NCD)
It will not go against you when buying standard motorcycle insurance in any way, although you may take some ribbing from your mates and have some damaged pride!