Planeswalker and That Which Was Taken. How does being indestructible affect players attacking them?

By being indestructible said permanent can't be destroyed by any means. However indestructible permanents can still sacrificed, exiled, or be put into a graveyard (what happens to planeswalkers when they reach 0 loyalty). So damage from opponent creatures is converted into a reduction of loyalty counters which isn't necessarily death by lethal damage and subsequently "being destroyed". What do you think?