You have to check every ID in tableA against every ID in tableB. A fully featured RDBMS (such as Oracle) would be able to optimize that into an INDEX FULL FAST SCAN and not touch the table at all. I don't know whether H2's optimizer is as smart as that.
H2 does support the MINUS syntax so you should try this
select id from tableA
minus
select id from tableB
order by id desc
That may perform faster; it is certainly worth benchmarking.