LogFAQs > #977059074

The weird thing is that prior to gen 6, paralysis did work that way -- paralysis as an added effect on Electric moves was unable to affect Electric mons (for instance, the chance for Thunderbolt to paralyze would be negated if the target was Electric type).

Prior to then, Thunder Wave was the only Electric move that could inflict paralysis on an Electric type, because the paralysis there was not an added effect. If anything, that's what should have been changed -- making Electric types immune to Thunder Wave as well. I also don't know why they became immune to paralysis as a whole.

As a bit of trivia, gen 6 also added several other beneficial effects to certain other types. Grass types became immune to powder/spore effects, Ghost types became immune to any sort of trapping effects (being unable to switch out) as well as being able to run away from any wild Pokemon guaranteed regardless of speed comparison, and Poison types gained perfect accuracy when using the move Toxic (ignoring accuracy/evasion changes and also hitting Pokemon using moves like Fly or Dig)