In this case, because your life total also can't change, that damage has any other effects that it may have aside from causing you to lose that much life (such as effects from lifelink or infect) and triggers and effects can see that damage was dealt even though your life total didn't change
To commemorate the 25th anniversary of the Pokmon Card Game in 2021, the Expansion Pack 25th ANNIVERSARY COLLECTION is now available

Shanna Lifegain Shanna, Purifying Blade | Illustration by Jody Clark Commander (1) Creatures (28) Avacyn's Pilgrim Cat Collector Elvish Mystic Essence Warden Giant Killer Llanowar Elves Soul Warden Soul's Attendant Kwain, Itinerant Meddler Selfless Spirit Senate Guildmage Angel of Vitality Augury Adept Daxos of Meletis Knight of Autumn Reclamation Sage Selvala, Explorer Returned Exemplar of Light Horizon Chimera Lathiel, the Bounteous Dawn Loxodon Hierarch Blossoming Bogbeast Cloudblazer Tatyova, Benthic Druid Azor, the Lawbringer Dream Trawler Nykthos Paragon Drogskol Reaver Instants (10) March of Otherworldly Light March of Swirling Mist Path to Exile Slip Out the Back Swords to Plowshares Tamiyo's Safekeeping Counterspell Delay March of the Multitudes Sphinx's Revelation Sorceries (7) Farseek Nature's Lore Rampant Growth Bala Ged Recovery Cultivate Kodama's Reach Sevinne's Reclamation Enchantments (9) Cleric Class Dawn of Hope Griffin Aerie Abiding Grace Gourmand's Talent Sigarda's Splendor Elspeth Conquers Death Glorious Sunrise Primeval Bounty Artifacts (9) Sol Ring Arcane Signet Azor's Gateway Azorius Signet Pristine Talisman Selesnya Signet Simic Signet Midnight Clock Well of Lost Dreams Lands (36) Adarkar Wastes Ash Barrens Bant Panorama Brokers Hideout Brushland Canopy Vista Celestial Colonnade Command Tower Deserted Beach Dreamroot Cascade Forest x4 Irrigated Farmland Island x2 Overgrown Farmland Plains x8 Prairie Stream Radiant Grove Scattered Groves Seaside Citadel Tangled Islet Temple of Enlightenment Temple of Mystery Temple of Plenty Tranquil Landscape Yavimaya Coast How can your opponents win if they never get your life to zero

Warstorm Surge is a classic finisher as well
When all of the counters are finally removed and the card is being cast, its still in exile right up until its put into the stack
The Temur Battle Rage mode feels like a lurking Embercleave in a prowess deck