Space is actually an infinitely thick surface, on top of an infinitely deep ocean that surrounds the infinitely dense core of the universe. This core binds the universe together and without it the dimensions of time and space would fracture apart; spilling our reality into every other reality in all other universes. The gravity seeping through these fractures would pull on every object in the universe in all directions at the same time, effectively shredding our known existence asunder.
All FTL methods are not actually making the ship go faster than light, but rather they create dynamic tunnels into the ocean, or sub-space, of reality. Just as how the distance between New York City, USA and London, UK is shorter by going through the earth itself, the distance between stars can be reduced by diving into the cosmic ocean.
Whenever a ship is destroyed, it creates a accidental tear in the fabric of the universe. However this tear is without constraints and does not stop at the ocean. It continues down, deep into the dimensions of space/time until it reaches the infinitely dense core of the universe. Here, the same gravity that holds the universe together, acts upon the ship; making it look like its sinking. When the ship's power reaches critical mass it can no longer hold open the tear and the universe's immense gravitational pull overcomes the reactor sealing the tear shut, leaving behind a slowly "descending" mass of debris.
And that, my friend, is why ships in Stellaris look like they are sinking.
