Or, not destroyed, but hidden in Ireland.
Jeremiah records God's promise that David's throne shall always be occupied:
“For thus says the LORD: ‘David shall never lack a man to sit on the throne of the house of Israel;
‘If you can break My covenant with the day and My covenant with the night, so that there will not be day and night in their season,
‘then My covenant may also be broken with David My servant, so that he shall not have a son to reign on his throne, and with the Levites, the priests, My ministers.
— Jeremiah 33:17,20–21
Yet only 6 chapters later, he describes the death of the King and his sons:
Then the king of Babylon killed the sons of Zedekiah before his eyes in Riblah; the king of Babylon also killed all the nobles of Judah.
Moreover he put out Zedekiah’s eyes, and bound him with bronze fetters to carry him off to Babylon.
— Jeremiah 39:6–7
But notice what happens after that:
But Johanan the son of Kareah and all the captains of the forces took all the remnant of Judah …
men, women, children, the king’s daughters, … and Jeremiah the prophet and Baruch the son of Neriah.
So they went to the land of Egypt, … .
— Jeremiah 43:5–7
Jeremiah, Baruch, and the king's daughters are now in Egypt.
Just as God had promised, David's line is still intact.
… ‘Thus says the LORD: “Behold, what I have built I will break down, and what I have planted I will pluck up, that is, this whole land.
… But I will give your life to you as a prize in all places, wherever you go.”’
— Jeremiah 45:4–5
David's throne was "broken down" with Zedekiah and his sons, but it was replanted in Ireland.
Later, it was replanted in Scotland, and then a third time in England.
I will make it overthrown!
It shall be no longer,
Until He comes whose right it is,
And I will give it to Him.” ’
— Ezekiel 21:27
The story continues in secular history.
Volume 1 of the Journal of the British Archaeological Association" contains an article by R.H. McDonald, titled "The Hill of Tara".
The theory is that, via Egypt, Jeremiah and Baruch brought the daughters of the royal line to Ireland, along with Jacob's Pillar (Stone of Destiny, the present British coronation stone) and the Ark of the Covenant (buried at the Hill of Tara (from Torah)).
See: Journal of the British Archaeological Association — Google Books.
Exerpt via archive.org (my emphasis):
[Tara] is supposed to have arrived here 800 B.C., accompanied by Ollam Fodhla and Simon Burgh.
Ollam Fodhla was a wise man, a seer or law giver, who is said to have ruled Ireland, and to have first instituted the Feis Teamhrach, or Feast of Tara, which afterwards became a triennial gathering of the kings and learned men of Ireland.
He is stated also to have compiled the then existing histories of the country, and to have founded and collected a book of laws which was called the Psalter of Tara.
Simon Burgh was his scribe.[1. Said to be Jeremiah the prophet, and Baruch his scribe.]
He also founded colleges at Tara.
Later on the origin of the name Tara and the mystery of its mounds were lost sight of.
Tradition said they contained the Ark, as well as the body of Tea
Five hundred years later a ballad, probably founded on the preceding, and other early ones, was composed by a celebrated Bard, and one time Regent of Ireland, Cu-an-O'Cochlain (a.d. 1024).
According to this:—
"It gave great happiness to the women
When Tea-inui- the strong was erected and named.
Where, after her death was Tea' monument,
Which structure perpetuated her fame.
"Bregia of Tea was a delightsome abode,
On record as a place of great renown,
It contains the grave, the Great Mergech,
A sepulchre which has not been violated.
"The daughter of Pharaoh of many champions,
Tephi, 'the most beautiful' that traversed the plain,
Here formed a fortress circular and strong
Which she described with her breast-pin and wand.
"It may be related without reserve
That a mound was raised over Tephi as recorded,
And she lies buried beneath this unequalled tomb,
Here formed for this mighty Queen.
"The length and breadth of the tomb of Tephi,
Accurately measured by the sages,
Was sixty feet of exact measure,
As prophets and Druids have related.
"Sixty feet of correct admeasurement
Was marked as a sepulchre to enshrine her."
Mergech is a Hebrew word meaning sepulchre or resting-place, and is an important link for those who trace in Tea Tephi, who came from Egypt in 800 B.C., the daughter of Zedekiah, who disappeared there eight years before.
Tara may or may not have derived its name from her, but it is certain that Teamhair is the name of several hills in Ireland.
"Tara", says Dr. Hanan, is almost pure Hebrew for Torah, which means "law", and the original tables of the law were in the ark which, curiously enough, Irish history says is buried with Tea.
Again, the ancient laws of Ireland were issued from Tara.
For (many) more details, see The Throne of Britain: Its Biblical Origin and Future.