Native insects (you know, the locals) are unable to recognize the non-native plant species that are taking over our yards. Many insects are specialists and require one or two specific plant genera or species to survive. Without them they will starve. The Monarch butterfly is the poster child for this relationship requiring milkweed to survive. And no, they will not evolve fast enough to figure out how to make a meal out of your Burford Holly, Loropetalum, or Zinnias. Would you be able to survive on Mahonia leaves and Holly berries if somebody took away all of your fruits and vegetables? No, you wouldn't recognize these plants as a food source and nor would your body.
Another issue nature is facing is the pesky problem of invasive plants escaping our yards and becoming established in natural areas and woods. Many garden plants have been introduced by the horticultural industry because of their hardiness and resilience, uniqueness, and fast growth rate. In the past nurserymen toted the hardiness and fast growth rate of the Callery or 'Bradford' Pear. It was a sterile species of pear that did not fruit. Until other cultivars like the 'Cleveland' Pear were introduced (because just one cultivar with stinky white flowers wasn't enough, I suppose). Now that sterile Bradford Pear can cross pollinate with a Cleveland Pear and we have a new invasive species nightmare on our hands.
You know that pretty little butterfly bush you planted? It has seeds. And those seeds are capable of surviving and escaping into the woods and surrounding areas. So what's the big deal? It has pretty flowers, right? Butterflies like them, don't they? Yes, butterflies are able to nectar on them, but they are not able to reproduce on them. And when those seeds escape and become a plant, native plants are being pushed out and displaced.
I think you get the point. Planting native plants isn't just the right thing to do because they're local. It's the right thing to do because you are saving the future of nature. Gardeners are an amazing group of people who are planting for the future and this is an immensely important responsibility. In the words of Doug Tallamy we need to "Garden as if life depends on it." Because it does.