  The long wait for the detection of merging black hole -- neutron star
(BH--NS) binaries is finally over with the announcement by the LIGO/Virgo/Kagra
collaboration of GW200105 and GW200115. Remarkably, the primary of GW200115 has
a negative spin projection onto the orbital angular momentum, with about $90\%$
probability. Merging BH--NS binaries are expected to form mainly through the
evolution of massive binary stars in the field, since their dynamical formation
in dense star clusters is strongly suppressed by mass segregation. In this
paper, we carry out a systematic statistical study of the binary stars that
evolve to form a BH--NS binary, considering different metallicities and taking
into account the uncertainties on the natal kick distributions for BHs and NSs
and on the common envelope phase of binary evolution. Under the assumption that
the initial stellar spins are aligned with the binary angular momentum, we show
that both large natal kicks ($\gtrsim 150$ km s$^{-1}$) and high efficiencies
for common envelope ejection are required to simultaneously explain the
inferred high merger rates and the large spin-orbit misalignment of GW200115.
