It is generally believed that Khajuraho escaped vandalising and marauding Islamic invaders due to various reasons. The Chandela Rajputs were fierce warriors and during their heyday they were invincible. And by the time in the 13th century when their decline had set in, they wisely negotiated with those who laid a siege and paid off some ransom to ensure their retreat. These beautiful temples fell into obscurity and remained in a state of incognito close to four centuries before their chance 'rediscovery' by a British soldier in 1838. They say only a few people in close by villages knew about these magnificent structures but guarded the secret for obvious reasons. Naturally, you can't hide forever a giant towering more than thirty metres like the Kandariya Mahadeo temple.
Though there are no major signs of destruction like the one visible at Hampi (the erstwhile kingdom of Vijayanagra, 16th century) yet vandalism on a low scale can be seen on the walls of nearly all the temples. Some of the statues have been disfigured and a few completely damaged.
Apart from broken figures there are some panels from which the statues are missing (empty spaces in the picture above). They appear to have been taken away. May be these precious pieces of stone art were stolen and smuggled out of the country. Civilised vandalism, perhaps.