There are all kinds of potential performance benefits to a native SDK. Cross app caching for such common data could be a huge boon for watchOS complications & Home/Lock Screen widgets, for instance.

No idea if they are implementing those kinds of enhancements but it’s no surprise that a native SDK would be provided.

Also, how would they implement the privacy preserving black box location implementation with a REST API? There is no need for the app to ask for or receive specific location details by using this SDK.