Running destroy component with construction script placed on level blueprint does not destroy component when it is nativized. It works correctly with PIE and Not Nativize. Also, if the actor that was nativized is spawned, it run correctly because it executes UserConstructionScript. I think that serialization/deserialization is a problem, because it does not destroy the component only when it is placed on the level.
Package the attached project and reproduce it. Attached 1 is displayed in the Editor. Attched 2 is an actor of non nativizing. Attached 3 is a nativised actor, it can not destroy the cube added as the default subobject static mesh.
There is a difference in behavior between Non Nativizing and Nativizing.
There's no existing public thread on this issue, so head over toAnswerHub just mention UE-66703 in the post.