This is because it's expected that you are already aware of the available native events. For example, you can also use onWheel. It would be a long and redundant list if all the native events were included.
As kouak explains, other props (such as onClick) are passed down to a relevant child component.
Remember, you can use onClick in every singe component that have a DOM renderer since it is a native React event (It doesn't have to be a button component).
Example 1:
<Paper
className={classes.paper}
onClick={() => {
alert("✔️ This works on every component!");
}}
>
Click me!
</Paper>
We should alway have to provide onClick event to parent because sometimes depends on browser, events might not work if we provided in to the child componet.