Two reasons spring to mind.

First, some documents really are that sensitive. There are moments when nobody outside of the situation room would have clearance to handle documents that are being actively used in a crisis. Routine stuff gets copies made all the time, but the really sensitive stuff tends to go directly to the resolute desk with barely a moment to spare. The book Secrets by Daniel Ellsberg gives a pretty interesting look into how briefings are made and delivered.

Second, there are a large number of messages given to the president via handwritten notes. Sometimes the president responds to a note with another note. These are the kinds of documents that Trump could do the most damage by destroying because they are the only record of communication between the president and another person.

There has just never been a president brazen enough to rip up documents in this manner before. It is moments like these when the Justice department is supposed to step in and enforce the rule of law, and it is entirely to discourage malicious actors like this.