This was done to ensure it can be properly overridden in scripts without causing problems when called during engine shutdown for the type and symbol objects the VM needs to work and to have the scripted version always run first.
Since the scripted OnDestroy method never calls the native version - the native one is run after the scripted one - this can be simply skipped over during shutdown.
Needless to say, this is simply too volatile and would require constant active maintenance, not to mention a huge amount of work up front to get going.
It also hid a nasty problem with the Destroy method. Due to the way the garbage collector works, Destroy cannot be exposed to scripts as-is. It may be called from scripts but it may not be overridden from scripts because the garbage collector can call this function after all data needed for calling a scripted override has already been destroyed because if that data is also being collected there is no guarantee that proper order of destruction is observed. So for now Destroy is just a normal native method to scripted classes