I proved the inequality shown in the title by using AM-GM and: $$\cos A + \cos B + \cos C \le \frac{3}{2}$$ Equality holds for an equilateral triangle.
For an $n$-sided convex polygon with internal angles $\alpha_1, \alpha_2, \dots, \alpha_n$, it appears to me that $\prod^n_{k=1}1 - \cos\alpha_k$ is maximum when $\alpha_1 = \alpha_2 = \dots = \alpha_n$, i.e. when $\alpha_i = \frac{(n-2)\pi}{n}$, thus $$\prod^n_{k=1}1 - \cos(\alpha_k) \le \cos^n \pi\left(1-\frac{2}{n}\right)$$ How can this inequality be proved or disproved?
Let's take $f(x)=\log(1-cos(x))$
We have $f''(x)=\dfrac{1}{cos(x)-1}$ for $0\lt x\lt 2\pi$ (By Wolfram Alfa)
So $f(x)$ is a concave function in $(0,2\pi)$.
Because our polygon is convex, all $a_i$'s are in $(0,2\pi)$
By Using Jensen Inequality for $f(x)$
$$f(a_1)+f(a_2)+\cdots+f(a_n)\leq nf(\dfrac{a_1+a_2+\cdots+a_n}{n})=nf(\dfrac{(n-2)\pi}{n})$$
$$\Rightarrow \log(1-cos(a_1))+\cdots+\log(1-cos(a_n))\leq n\log(1-cos(\dfrac{(n-2)\pi}{n}))$$
$$\Rightarrow \log\left(\prod^n_{k=1}(1 - \cos(a_k)) \right)\leq \log\left [\left(1-cos(\dfrac{(n-2)\pi}{n})\right)^n\right ]$$
$$\Rightarrow \prod^n_{k=1}(1 - \cos(a_k)) \leq \left(1-cos(\dfrac{(n-2)\pi}{n})\right )^n$$