Speaking of Mega Sableye, it's impenetrable jewel and Wonder Guard, it's worth noting that several other Pokédex entries, such as those of Cloyster, Golem, Bastiodon and most notably Tyranitar, speak of apparent invulnerability. Go look up Tyranitar's Gold entry, it makes a claim just as bold as Mega Sableye's, if not even bolder.
Mega Sableye's info also notes that the jewel can't be scratched, and that Sableye hides behind it, but nowhere is it stated that the jewel is a perfect shield that offers total protection. It could be that Sableye is vulnerable to attacks directed around the shield, and that while its Defenses may be sky high, it isn't impervious in any way, and so its Ability doesn't necessarily have to lean on invulnerability.