Its not triggering when targeted with removal.
I confirm the bug. TitI should be triggered when destroyed with a removal. On removal, like “Anguished Unmaking” or “Declaration in Stone” or “Scour from Existence”, in description is “Destroy creature” and on Thing in the Ice card in description is “When this creature has 6 or less Toughness or is Destroyed, this creature Transforms”. So in my opinion, it’s a huge bug.
Curious that on http://beta.mtgpq.info/#/cards/646 there is no sign of this, but in game I still have those words in description.