From Archon Arcana - The KeyForge Wiki

If a creature has the invulnerable keyword, it cannot be dealt damage and cannot be destroyed. A creature with invulnerable can leave play by means other than being destroyed, such as being purged, archived, returned to hand, or shuffled into its owner's deck.

Because a creature with invulnerable cannot be destroyed, it remains in play, even it its power is 0.

Official rules v1.8 March 2021