Here's why:
* Tokens are creatures: They have power and toughness, abilities, and can be targeted by spells and abilities just like any other creature.
* Death is a universal mechanic: When a creature dies, regardless of if it's a token or a permanent card, it goes to the graveyard.
Important Notes:
* Tokens don't have a physical card representation: They are temporary representations of creatures created by spells or abilities.
* Tokens are not put on the stack: They don't go through the usual "cast" and "resolve" stages. They simply appear on the battlefield.
* Tokens are destroyed, not exiled: They are removed from the game entirely, not sent to another zone like exile.
Example:
Let's say you cast a spell that creates a 1/1 white Knight token. If that Knight is destroyed, it will go to the graveyard.