Suppose $F \subset E$ is a destabilizing. Since $\deg E = 0$ then we must have $deg F > 0$. But $\deg L^{-1} = 1 - g < 0$ so the composition $F \to L^{-1}$ must be zero. Thus $F$ is a subsheaf of $L$ but then it can't be stable under the Higgs field $\phi$ so it's not a Higgs subsheaf.