Some platforms need a VM in order to use Docker. Docker Native on those platforms simply does that with the "native" hypervisors of those OSes. The reason for this is that Docker relies on features of the Linux kernel to work, and other OSes simply don't have those features.
As to why we offer our own VM implementation is two-fold. First, the VIrtualBox implementation we use was designed and built long before Docker Native was actually available (they released around the same time we came out of beta), and second, our implementation is considerably more stable and performant on MacOS, and at least slightly faster on Windows.
Obviously, Linux users will rarely have reason to use the VirtualBox approach, since Docker is built right into the OS, but it's always helpful to have the option in cases of older kernels, for example, which are missing some of the features Nanobox relies on to function.