From bulbapedia's page on telekinesis:
>Mega Gengar, Diglett, Dugtrio, Sandygast and Palossand cannot be affected by the move Telekinesis (a Pokémon transformed into one of these Pokémon can be affected). If Mega Gengar is affected by Telekinesis before Mega Evolving or receives the effect via Baton Pass, the effect disappears; the other four will retain the effect if they obtain it via Baton Pass.

Since when and/or why is it that these 5 specific pokemon are immune to the effects of this move?

I would think it is because they have trapping abilities, but that can't be it because palossand/sandygast do not. Besides pokémon like wobbuffet or gothitelle can be affected.

So what's the purpose/reason of this immunity to telekinesis on them?