It makes the exact same amount of sense as Fire Pokemon not being able to be burned, Ice Pokemon not being able to be frozen, and Poison Pokemon not being able to be poisoned.
If you think about it in terms of real life animals, it makes absolutely no sense. Polar bears live in frozen regions, but if they got cold enough, they would still get frozen. Animals that are able to inflict poison, like snakes, would probably be poisoned if another animal bit or stung them. Some animals live in extreme heat like those tubes that live in boiling water near undersea volcanoes. But if you put one in the oven, I'm pretty sure you could burn it. Similarly, some animals can deliver electric shocks, like eels. If you severed their nervous system, they would definitely get paralyzed.
But we're not thinking about it in terms of real life animals. It's a VIDEO GAME. So it makes perfect sense, no matter what.
"The most important thing is to never stop questioning." -Albert Einstein. Xbox Live: AlteraLateralus
Argument: If it's impossible to paralyze a ground type with thunder wave but possible through non-electric means then similar standards should also be used for electric types.
Counter Argument: Ground immunity to thunder wave and steel immunity to toxic is not the same immunity as poison, burn and freeze to their respective types. It is a different mechanic altogether that relies on the immunity from the type matchup. If we assume this there is no conflict with standards by having electric types immune to all forms of paralysis.
The main argument i keep hearing is that moves that aren't electric typed that cause paralysis (like Body Slam) should still effect it.
Well we have water moves that burn but doesn't effect fire types. We have bug moves that can poison but doesn't effect poison types.
Hot water still gives you a burn, and something that uses poison as a weapon is likely going to be immune to it. Paralysis covers electricity, physical stuff like body slam, and fear like glare and Lick. There are different causes of Paralysis, only one of which electric types should be immune to.
If you're getting into this whole "they can control their nervous system" nonsense, you're assuming their nervous system works like a real animal, and then it still doesn't make sense. The nervous system is not 100% electrical. Electric signals go down a neuron, but they are transferred between neurons by physical transport of chemicals (neurotransmitters) across the synapse. Chemicals can be blocked from transport regardless of the electrical signal. I've done biology labs where we put curare (a paralytic neurotoxin) on an actual frog nerve, and no matter how high you jack up the electricity, the signal doesn't go between the neurons.
tl;dr, this nerve control thing doesn't make any sense if you know biology.
It's Pokemon. Their biology already doesn't make sense. No animal in the real world can shoot fire from it's mouth or fire energy beams like Godzilla. Pokemon do the impossible on a daily basis so confining what they can do to real world limitations makes about as much sense as Ash's Pikachu suddenly acting like it's lvl 1 and losing to it's first battle in every new region.