Flying an aircraft in combat is dangerous enough
what with all of the explosives, fuel, complicated systems (maintained in field conditions), and people shooting at you. It'd be even more dangerous with a self-destruct device. First, that's just one more thing that can go wrong and kill you. Remember, Murhpy was an optimist. Second, it opens a vulnerability where an enemy might be able to send the command and destroy you really cheap. That's why ICBMs and most other missiles don't carry self-destruct devices except on test flights.