But you know your language first and English second shouldn't you find it weird how it is in English? (Not that I find it weird since if you are using another language you should think in that way)
'negative+positive' to state a negative.
as your example:
Never do that
In my native language:
negative+negative
"Sakın yapma" or "Asla yapma"
"Sakın" and "asla" used for never and "yapma" is negative form of "do" verb.
if I translate "never do that" literally "asla yap" now this sounds weird.
So I think this is not a strange thing. Every language has their own grammar rules.