Hi,
1. Usually native MySQL client isn't installed on a machine where users run UI clients. That's why DBeaver can't rely on it.
2. However DBeaver supports native MySQL client and you can execute your scripts with delimiters and any other sugar. Right click on database, Tools -> Execute script (you have to setup native client in connection properties).
3. DBeaver is universal database client and supports tens of databases. Including non-relations. While HeidiSQL is MySQL specific tool. So it's not surprising that it supports more MySQL-specific features than DBeaver.