MonoBehaviour in non-asset .dlls?

We're loading assemblies not present in the assets of the original game using Assembly.LoadFile (external scripts that may be created after deployment).

Functions hooked directly by the controlling class are working fine, but it looks like anything derived from MonoBehaviour isn't working at all -- messages are never reaching the compoonent. Is this because it's being loaded from .dlls that aren't included as assets in Unity? What other implications would this have?