cr:5.4.6a

If the source of a triggered-static ability ceases to exist from an event that would trigger its effect, and the ability was functional immediately before the event occurs, then the triggered effect is triggered.

Example: Merciful Retribution has the text “Whenever an aura or attack action card you control is destroyed, deal 1 arcane damage to target hero.” If Merciful Retribution is in the arena under the control of a player and is destroyed, its triggered effect will trigger, because the destruction event of Merciful Retribution is also the condition of the effect.