Undead are pretty weak in this edition. Anything you boost them with would help.
I think it's part of the expectation that they are often low-level threats.
If you take a skeleton and make it immune to cold, poison, electricity(?), psychic, piercing and I dunno some set of other things you make what generally amounts to a meaningless waste of time (lets face it folks, undead armies are rarely portrayed as hosts of mighty warriors) drag out into an unnecessary slog. Especially when player options for destroying them are limited.
While I like that 5th is "simpler" in that a lot of answers to questions are "yes" or "no", I think it leads to a lot of situations were granularity is needed. Is an undead from the desert resistant to cold AND heat? Is an undead from the frozen wastes immune to cold, but vulnerable to fire? Trying to say "all undead are immune to the same things" really takes away from a lot of the possible creativity of resistances and vulnerabilities of the dead based on their manner of death.
I think resistances and immunities should, beyond the undead, be kept as limited as possible and only represent the most basic elements of protection, and allow room for the DM to get creative with say, undead killed by a volcano, now immune to fire but weak to cold or undead killed by toxic plants in a tropical jungle, immune to poison and acid, but weak to fire and cold.
There's plenty of good arguments for and against, which is why the base game should make as few assumptions as possible.