I don’t really know why would you want to add custom components on those gameobjects in the first place, but it’s a very easy request to add and indeed, I know of the errors that come up with destroying “linked” components in OnDestroy and using [ExecuteInEditMode]. There are workarounds for it, but sure, I will add an OnEditorDestroy method (keeping the naming convention I have for other editor callbacks).
It will be in the next version 🙂