When a setblock or fill command with destroy mode is performed, the particles from the destroyed block are created at 0,0,0 in the world, and quickly teleported to the location of the block. Steps to reproduce:
1. Place a command block and input '/setblock ~ ~1 ~ redstone_block 0 destroy'.
2. Place a redstone block above the command block.

It was difficult to take a screenshot at the correct time, but in the ones below you can see the particles next to the redstone blocks are black, which are the ones that teleported.