How to not lose indentation when excluding pages from menu?

No matter, if I exclude or include the pages to get those that I want in wp_page_menu, if it doesn’t include the highest parent, child pages don’t get recognized and don’t get handled with the start_lvl function by walk_page_tree. Even though it says so in the docs(Each time an element is the child of the prior element walk calls start_lvl. ).
Is there another way to get child pages indented, or should I use a plug-in?