StateMachineBehaviour.OnDestroy is getting called by SetActive

I have a subclass of StateMachineBehaviour plugged into a state of an animation controller. When the gameobject that contains that animator is disabled, it appears that the Statemachine behaviour is destroyed, as the OnDestroy method fires, and the behavior is gone.

This sure seems like a bug… am I missing something? How do I get the StateMachineBehaviour to not be destroyed when I disable the object?

Are you trying it stand alone or multiplayer?