Why does Mimikyu's Safeguard not stop Charizard ex's Burning Darkness?

I just played a match where a Dark Charizard ex killed two of my Mimikyu. There were no stadiums in play, and as far as I am aware none of the opponent's bench Pokemon had anything that negated my active Pokemon's ability (my Fezandipiti was able to prevent Burning Darkness damage with it's ability in the same match). I don't see anything on the card that would indicate Mimikyu's vulnerability here. Am I missing something?