Note to self: When you get MM3, open up Lolth, next to "Immune poison" write down ", stun, daze".
I don't see why gods couldn't have such immunities. You could add even a few more like "attack penalty, save penalty, vulnerability". Those immunities ought to make it an interesting fight.
I thought the general tradeoff behind the short durations for daze/stun/misc disabling effect (compared to 3e at any rate) is exactly that you get to use them on virtually any foe. Similarly, sneak attack does less damage, but you can use them on any enemy.
Giving blanket immunity would kinda defeat the purpose, IMO.