How come mindless undead are not immune to psychic damage?
Illusionist: "Casts Grasping Shadows"
Mindless Skeleton: Oh no, the horror, the horror! (takes 9 psychic damage)
From the Monster Manual (p. 234): "... a skeleton is emotionless and soulless". The emotionless skeleton is, BTW, not immune or even resistant to fear.
From what I can tell there is no such things as completely mindless undead in 4th edition. Skeletons for example have an int of 3 which makes them smarter then wolves. So they obviously have some kind of mind that can be attacked.