When you buy a car and pay in cash for the car in full then you own the car and can put the bare minimum legal required liability auto insurance on the vehicle which is cheaper than full coverage auto insurance.
When you finance or lease a car then you'll be required to have full coverage auto insurance on the vehicle until the car is paid off.
So as long as you're financing the car the full coverage auto insurance which is more expensive than liability auto insurance must be maintained on the vehicle until you have paid off the car loan and are no longer financing the car.
So yes that makes financed cars more expensive to insure with auto insurance coverage than a non financed car.