This is a common myth. I've destroyed one before. The idea that they're invincible comes from some discussion about the shield regeneration rates. It can recharge shields at 800 cm/sec, which fighters can barely make a dent in while they wait for their own guns to recharge. I think there might be a bit about this in the official guide too. Ordinarily, a Dreadnaught could take ten simultaneous torpedo hits to a single side and keep on cruising. Nevertheless, you can park on a Dreadnaught's flight deck and hammer away for a long long long time and eventually kill one.