There we go, FAQ.Q: Can I charge an enemy unit that I can’t hurt? (p20)
A: Yes.
You can charge an enemy that you can't hurt, I suppose the reason for that is if you want to mitigate them being able to charge you next turn? Or remove attack bonuses. IDK.
But it seems strange, the walker is charged by the Daemonettes. The Daemonettes can't damage the Dread, the dread attacks back, more than likely winning the combat, possibly forcing a morale check (ICR if they are Fearless or no). The next turn, the Dread can disenage if he so wishes as he cannot be locked in CC with a unit that can't hurt it.
Sounds about right?