Native App vs Rclone?

Let’s say I want to back up a folder to a commercial cloud provider (e.g. OneDrive) and the provider has a native app for the OS I’m using (e.g. OneDrive for Mac).

Is there any reason I shouldn’t just point kopia at the ‘local’ OneDrive volume that has been mounted by the native app? Why would I use rclone to mount it again?

For me, I do not exact understand what’s your goal.
But I see no reason why do not secure a folder with ondrive and do parallel read with kopia to another target.

I am asking why I need to use the rclone option instead of the local option (pointed to the OneDrive disk) when setting up my repository

Because this type of local option (OneDrive volume that has been mounted by some app) does not provide any guarantees that what kopia sees and uses is what is actually stored in the cloud which might lead to all sort of problems and errors. In other words such repository can be sometimes in undefined state (corrupted).
Native app is synchronization solution which solves different problem than kopia.

Kopia documentation explains this very clearly - How Corruption Happens

With rclone you do not use any “mount option” but utilise rclone as an OneDrive API plug-in - allowing kopia to see this cloud storage directly.

In general IMO OneDrive is very bad choice for kopia backup destination. It is only supported using rclone - and this support is experimental (also clearly stated in kopia documentation). I have tried rclone with OneDrive and it is not reliable and can be painfully slow (especially for restore). Maybe one day somebody will work on rclone integration but as it is today it is proof of concept rather then production ready solution.