I've got a vague feeling that this might be a consequence of conditions being insufficiently based in narrative.
Like:
What exactly does it mean when a creature has been stunned?
Well, it means you can't move, have trouble speaking, can't act, fail strength and dex saves and grant advantage. But you can still carry heavy loads and resist being grappled just fine (as an example of weirdness).
What actually happened to it?
It heard a word of power (power word stun)
It got a short term madness
It was punched by a monk
So from that list can we get a consistent narrative that might explain why you are immune to being stunned? Not likely. I guess being deaf, insane and immaterial might cover it?
A similar complaint applies to exhaustion, being restrained, being charmed and being incapacitated. From the entry in conditions alone, you can't tell what causes these things, what they're supposed to describe and how being under their effect is narrated. Because of that, it's hard to justify a monster shrugging them off without knowing what the specific afflicting incident is.