NATS data is ephemeral in many cases anyhow, so it makes a bit more sense here. If you wanted something fully durable with a stronger persistence story you'd probably use Kafka anyhow.
MQTT doesn't have the same semantics. https://docs.nats.io/nats-concepts/core-nats/reqreply request reply is really useful if you need low latency, but reasonably efficient queuing. (making sure to mark your workers as busy when processing otherwise you get latency spikes. )