The complaint can be read
here. The allegations are not that the Museum and Memorial, a nonprofit corporation, is an agent of the government, but rather that the fact that it is on land leased from the Ports Authority and the fact that it is funded (partly) with government grants makes the Memorial and Museum "government action."
Establishment cases can be awfully hard to predict; even when the courts say they're applying a standard test, the test is often applied differently in different cases, so that the decisions are often very fact-specific.
That said, I don't think I'd be putting any money on the plaintiffs winning this one.