The problem people have with war exhaustion is that when one side loses ships, the percentage bar goes up. This leads to the obvious conclusion that you should be filling this percentage bar, and that this percentage bar is a gauge for how well you are doing. This of course leads to frustration and the belief that war makes no sense.

In reality, war in Stellaris very straightforward: you just occupy their stuff, mainly planets. How do you win a conquest war? You occupy their stuff, mainly planets. How do you win a war of animosity? You occupy their stuff, mainly planets. How do you win an ideological war? You occupy their stuff, mainly planets.