If I recall right, the Fog Ships were not actually "unsinkable", so much as that it took such a ridiculous amount of firepower to take -one- down, and they rarely (if ever) operated alone. I'm guessing it was along the line of "lost a fleet, killed maybe two of the bastards".

I think the H2G2 entry mentions that a few were sunk here and there, but they just disintegrated; leaving nothing behind to study.