Certain escrow techniques rely on one party being able to "destroy" these bitcoins, without being able to steal them. For example I could put 10 bitcoins in escrow, giving a second person the ability to destroy them. Now if that second party lends me, say, 5 bitcoins, I can't simply run away from my debts without incurring a loss larger then the debt itself, once the other party destroys the bitcoins. There are variations of this scheme for a number of other purposes.
You don't want to actually destroy bitcoins in such a scheme, but you want the threat of destroying them.
But "destroy" in this context isn't necessarily an actual destruction, as long as "destroyed" bitcoins are a loss for both parties. Donations to trusted organizations are an alternative.