Do you know why it's working ?
Because the OP_RETURN code allows the transaction creator to include 40 bytes of data in an output that is not included in the UTXO.
Interesting. I checked it on blocktrail as well...
Yes, it is in the blockchain.
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the message means that the transaction was sent to an output address that doesn't currently exist. The Bitcoins that were sent still exist and aren't lost, someone would just need to find/make the wallet that matches the same output address as the transaction.
That is not correct in this case. Take a closer look at the transaction. There weren't any bitcoins sent to any address. The creator of the transaction paid a 0.0001 BTC transaction fee to the miner that confirmed the transaction and created an output with an OP_RETURN code and some data.
Doing a quick search on OP_RETURN, this seems to imply that yes, the bitcoins(0.0001) are lost forever.
No. There were no bitcoins in the output.
The input provided 0.0001 BTC of value to the transaction, and that entire 0.0001 BTC was paid as a transaction fee to the miner. Therefore, there are no bitcoins "lost forever" with this transaction.