Volrath, the Shapestealer copying non-copiable characteristics

In the battlefield I have Volrath, the Shapestealer. My opponent attacks me with Yahenni, Undying Partisan, which is buffed to the point where, when blocked, Volrath and Yahenni will kill each other. Then my opponent uses Yahenni's second ability in order to become indestructible until the end of the turn. After the ability resolves, I use Volrath's second ability to make him a 7/5 copy of Yahenni. The resulting copy is also indestructible.

According to 706.2 "Copying Objects", Yahenni's indestructability is considered one of the "other effects" that should not have been copied.

Other instances have been also observed - Volrath copying intrinsics granted to creatures by enchantments, instants, or passive abilities of other creatures.