#Siege Monster will not do double damage to a petrified creature
The Siege Monster ability says:
does double damage to objects and structures
##A petrified creature is still a creature (not an object)
All the evidence that is needed to deduce this comes from the language of the petrified condition itself.
The initial sentence describes the overall effect of the condition:
A petrified creature is transformed, along with any nonmagical object it is wearing or carrying, into a solid inanimate substance (usually stone).
After that, all other sentences refer to the affected creature as "the creature". This means that the condition itself is explicitly saying that the petrified creature is still a creature. A notable mention from the condition is:
The creature is incapacitated (see the condition)...
Note that objects cannot be incapacitated (or any other condition) giving further support to the argument that they are not, in fact, an object.
Jeremy Crawford agrees with this here:
Neither the petrified condition nor the flesh to stone spell turns you into an object. You are a creature subjected to the petrified condition (PH, 291).
and here:
No condition, including the petrified condition, changes your creature type.
Thus, becoming petrified does not turn you into an object.