That doesn't excuse them asking for saving throws which are impossible, though, because that's an inelegant solution to the problem at hand. You should never tell a player to roll a die, if the outcome of the die roll is irrelevant because every outcome leads to an identical result.
I will disagree to a point here. Again, we are talking about a creature that is supposed to be extremely difficult, maybe nigh impossible for a party to defeat. This to me is the equivalent of a party asking for a god's personal password and wondering why the knowledge check DC is outside of their possible values.
Further, an "impossible" roll does serve a few functions. One, it lets other party members feel special when they can beat the save because "they are just that good". And....players often have a number of abilities and circumstance that can help them beat a save. I will often call for a save, and my players will call up X ability that I had completely forgotten about it. So I never assume a save is impossible, characters, especially high level ones, often can surprise you.