It does have self destruct as well as return to base technology. However what you might not have heard is that it was not shot down, it was hacked into by the Iranian cyberwarfare unit and then they landed it (it is suspected that the iranians had help from Russian counterparts, or at least got the hacking tools needed for the job from the ruskies). Also the U.S has confirmed it was flying over Iranian airspace on a surveillance mission when it was "lost". I have also read online that Russian and Chinese experts are already on the ground negotiating for it and that Irans price is very high, supposedly they want advanced nuclear technology, centrifugal technology,solid fuel rocket technology,and they want the advanced surface to air missiles from Russia. Here's is a portion of the article with a link to the full article.
"Iran Bargains with China & Russia for Captured Drone: Wants Advanced Nuclear Technology & S300 Air Defense System.
Iran is driving a hard bargain for granting access to the US stealth drone RQ-170 it captured undamaged last week, as Russian and Chinese military intelligenceteamsarriving in Tehran for a look at the secret aircraft soon found.
Moscow sources disclose that the price set by Revolutionary Guards commanderGen. Ali Jaafari includes advanced nuclear and missile technology, especially systems using solid fuel, thelast word on centrifuges for enriching uranium and the S-300PMU-1 air defense system, which Moscow has consistently refused to sell Tehran.
Thissuper-weapon is effectiveagainststealth warplanesand cruisemissilesand therefore capable of seriously impairing any large-scale US or Israeli air or missile attacks on Iran's nuclear sites."
http://www.debka.com/article/21560/