Crazy Construction Destruction of GameObjects

Can anybody explain what crazy stuff is going on here?

I have a scene with only one GameObject with only this script:

 public class NsTemp : MonoBehaviour
 {
     NsTemp()
     {
         Debug.Log("I am constructed");
     }
     ~NsTemp()
     {
         Debug.Log("I am destructed");
     }
     void Awake()
     {
         Debug.Log("I am Awake");
     }
     void Start()
     {
         Debug.Log("I am Start");
     }
     void OnDestroy()
     {
         Debug.Log("I am Destroy");
     }
     private void OnApplicationQuit()
     {
         Debug.Log("I am the Application Quit!");
     }
 }

When I run Playmode and then exit it I get this in the console: (red line where I pressed exit Playmode)

Way is it constructed and destructed so many times? If someone could go through what happens line by line that would be great :-)

The reason I ask is that I run into a problem with my application where I created a non unity class in Awake (with new). That class opens some tcp ip sockets. When I exit play mode I expected those objects to be destroyed (by the garbage collector) and the cleanup code I have in the destructor would close the socket but that doesn't happen. If I later run Playmode again the GameObject gets deleted and the class with the socket gets garbage collected.

To boil my question down: Way isn't the GameObject garbage collected when I exit Playmode but when I enter it again next time?