The script is still being executed even after Destroy() was called

In the following code, when the player health reach 0 the game object is destroyed by using Destroy() method. But when the game play, the print() statement sometimes produced -1. I tested several times but it never show -2. It means the script is still being executed 1 time even after calling Destroy() method. I also tested with enabled flag by setting false and it has the same result. Destroying game object or Disabling/Enabling script doesn't effect immediately?

private void CheckDamageCollision(Collision2D other)
{
    if (!other.gameObject.CompareTag(Constants.TAG_ENEMY) && !other.gameObject.CompareTag(Constants.TAG_OBSTACLE) && !other.gameObject.CompareTag(Constants.TAG_ENEMY_WEAPON)) return;
    if (justDamage) return;
    --health;
    PlayerDamage?.Invoke(health);
    if (health < 1)
    {
        print("Health : " + health);
        PlayerDead?.Invoke();
        IgnoreLayerMatrix(false);
        Destroy(gameObject);
        return;
    }
    StartCoroutine(WaitNextDamageCollide());
}

The code above is used only inside the CollisionEnter callback.

private void OnCollisionEnter2D(Collision2D other)
{
    CheckDamageCollision(other);
}

The code you provided seems ok. However, it's hard to tell for certain because I can't see what's inside functions such as PlayerDamage?.Invoke(health);

If this happens only sometimes, it could be because OnCollisionEnter2D occurs more than once per frame and Destroy() only gets invoked after the end of that frame in the decommissioning phase:
> "The physics cycle may happen more than once per frame if the fixed time step is less than the actual frame update time" - https://docs.unity3d.com/Manual/ExecutionOrder.html

To avoid this, you could introduce a flag isDamagedThisFrame and check if the player is not being damaged, then invoke all of your damage stuff, and set isDamagedThisFrame to true. Set the flag back to false at the end of the frame, when all physics updates have finished.

private bool isDamagedThisFrame = false;

private void CheckDamageCollision(Collision2D other)
{
    if (!other.gameObject.CompareTag(Constants.TAG_ENEMY) && !other.gameObject.CompareTag(Constants.TAG_OBSTACLE) && !other.gameObject.CompareTag(Constants.TAG_ENEMY_WEAPON)) return;
    if (justDamage) return;

    if (isDamagedThisFrame) return;
    isDamagedThisFrame = true;

    --health;
    PlayerDamage?.Invoke(health);
    if (health < 1)
    {
        print("Health : " + health);
        PlayerDead?.Invoke();
        IgnoreLayerMatrix(false);
        Destroy(gameObject);
        return;
    }
    StartCoroutine(WaitNextDamageCollide());
}

in your WaitNextDamageCollide() you can yield WaitForEndOfFrame

IEnumerator WaitNextDamageCollide() {
   // ... your code
   yield return new WaitForEndOfFrame();
   isDamagedThisFrame = false;
}

Destroy is called at the end of the frame. You can use destroy immediate function but it has some performance overhead. If it's a small game then go ahead and use it. Otherwise you can set the collider to disabled on collision, so that the next OnCollisionEnter2D is not called and the script will be destroyed by end of the frame.