Most of the explosives on a plane are pretty much designed to be easily dropped. While some components may have self destruct capabilities, I doubt a defecting pilot could be easily prevented from defecting.

In the case of the F35, I'd love to see many of them reaching enemy countries.. Attempting to replicate it would send their aerospace industries back decades.

They don't have a self-destruct of any sort. In 2001 an aircraft loaded with state of the art surveillance equipment collided with a Chinese fighter and was forced to make an emergency landing in China (https://en.wikipedia.org/wiki/Hainan_Island_incident) which must've been an interesting experience for the crew.

They had to destroy as much of that presumably staggeringly expensive equipment as they could to avoid it falling into the wrong hands.

I did not know that instead of the C4 you'd expect to see from movies, they used hot coffee to destroy most of the equipment.