"I am surprised that these gadgets aren't fitted with a self destruct system."
I share your surprise. These aircraft are used primarily for surveillance, and you would think that it might have occurred to the designers that one might fall into the wrong hands. It wouldn't take an Einstein to work out that some form of self-destruct system could prevent secret technology from being revealed to a potential or actual enemy.
Of course you would have to be able to communicate with the aircraft to initiate a self-destruct, and from what I've read it seems that this may not have been possible.