Hosting can't make the challenge. Only way to prove is to make a TXT or cname record. Anybody where tha NS is pointing to, can make any DNS records.
Its like you put a lock (NS) on your box (Domain). After few months you don't care about that box anymore and leave that key in the wild. Anybody can pick that key and use the box. The box holder (domain registrar) can't make you verify that you are the original owner 'by' asking you to open the box, because by default, anybody who has key, can open the box. The correct way & responsible way is to destroy the box (delete the domain) or at least destroy the key (unpoint the third party NS records).
Its like you put a lock (NS) on your box (Domain). After few months you don't care about that box anymore and leave that key in the wild. Anybody can pick that key and use the box. The box holder (domain registrar) can't make you verify that you are the original owner 'by' asking you to open the box, because by default, anybody who has key, can open the box. The correct way & responsible way is to destroy the box (delete the domain) or at least destroy the key (unpoint the third party NS records).