They are not invincible at the moment... our weapons just have almost no effect on them. An instance of nearly 20 CMDRs took one on, got the hull down to about 98% as it kept trying to regenerate. So no they are NOT invincible, just our current weapons have almost nil effect on them, as was essentially expected. I'm GLAD we can't just go in and destroy them at whim, as then people would complain about that as well....
I'm currently impressed with it. To make it more interesting there's even a video of what appears to be TWO different thargoids, one scavenging and threatening the CMDR, who appeases it with Meta-alloys. It then goes back to scavenging the wreckage. A second thargoid jumps in, and the first immediately high-tails and runs, as the second one sends out an EMP blast and chases the first one.... There is SO much more out there you have yet to even see with these Thargoids, and I'm glad it's not all here at T-0....