Additionally, it's rare that a party would be ambushed by big foes like that, and at high level when such things are likely, the party should have the sense to be using auspex, recon, divination, stummers/screamers, etc to avoid ambushes and plan for ambushes of their own.
Encounters also don't consist of a ton of destroyers and nothing else - a Necron force (and not just a quick encounter like a handful of wraiths) is likely going to include a bunch of Necron Warriors as the baseline troops with a handful of Destroyers or Tomb Spyders supporting it, plus maybe some Scarab Swarms. A loyalist marine force may have a squad of marines with a Rhino and a Dreadnought. And having thrown big stuff like that at my party (who are Rank 13 at this point), stuff like Destroyers and Tomb Spyders never get a shot off. The party is generally forewarned of encounters through use of reconnaissance, lore, intelligence, divination, stolen secret plans or troop deployments, etc, and several of them are able to either close distance with something big like that and wreck it on turn 1 before it acts, or block any major attacks from it for a turn or two via dodges/parries, fields, cover, psychic powers, and the like, long enough to blast it out of existence with The Fist of Khorne, a Reaper Autocannon, a demolition charge, or a Bolt of Change.
The key is that the players should develop some system mastery as they reach higher levels and layer on a combination of evasions, armour, fields, cover, human shields, haywire grenades, camouflage, outright treachery and/or just not being an attractive/viable target to make themselves harder to kill, while likewise developing more and more efficient ways to massacre enemy forces in the shortest possible time. Relying on one form of defence before all others will get you killed when it inevitably fails.
A devastator squad of loyalist marines carrying 4 heavy weapons is a scary opponent. 5d10+10 pen 10 from an enemy lascannon is no different from the Heavy Gauss Cannon you described above. However, that devastator squad is an ideal target for a haywire field to cripple all their guns, because the heretics most definitely do not want to be shot with a lascannon, a plasma cannon, two heavy bolters, and six bolters all in the same turn. It then forces the loyalists to spend a half action moving out of the haywire field, and another half action clearing the jams (Tech Knock), which is a full turn where they're not shooting at all, while most of the heretics are moving closer or shooting, all at the price of a couple haywire grenades or a specialized psychic using Objuration Mechanicum from Only War. That's all the time that the winged Khornate berserker needs to burst out of his hiding place, cover 216 metres (Flyer 12, sprint one turn, then preternatural speed), get into melee with the lascannon marine and pull his preomnor out through his throat (Hand of Khorne, several talents, hits for 4d10 plus about 30 on a charge, multiple times from Swift Attack). Meanwhile the Plaguemarine hammered at the plasma cannon marine with his combi-bolter hard enough to waste the marine's reaction and still get a few points through, leaving him with no way to avoid the Bolt of Change from the Tzeentch psyker that disintegrated him. The Slaaneshi manipulator has her two dozen mercenary armsmen position themselves behind cover where they're mostly safe from return fire and open fire with their lasguns on the remaining marines, and horde fire is enough to get through armour from some useful damage. Then the Iron Warrior activates the detonators and buries half the enemy troops in rubble. Admittedly the loyalists aren't killed by the demolition charge, but it takes some time to dig themselves out of the mess, and sets up easy shots at them where the Slaaneshi manipulator can stick her Velklir rapier into them while they're snared, or the Iron Warrior can gun them down with his Reaper Autocannon, etc. Then the plague marine uses his looted Reductor to pull out all their gene seed for later use in his experiments, or trade for services from legionnaire warbands.
See what I mean? One encounter involved a party of seven rival traitors (including an obliterator), 6 gun servitors, 60 armsmen, pillboxes surrounded with razor wire and land mines, and a pair of hydra flak guns, and it was decided inside of 2 turns, plus another turn worth of cleanup. Admittedly the group had 2 infamy burns and had all but three of their 60+ hirelings/minions slaughtered, but they came out on top and retrieved the chaos artefact they were after. And hirelings and minions are replaceable…