Paralysis immunity does not imply stun immunity.

Being paralyzed is not an increased form of being stunned. Their sources and actual effects are completely different:

A paralyzed creature…

• is frozen in place.
• cannot move at all, its Str and Dex are, effectively, 0.
• is helpless
• has generally been the victim of a paralytic poison or spell.

A stunned creature…

• is unable to take actions, but can still take nonactions (like a 5-foot step).
• loses its Dex bonus to AC (if any) plus suffers a −2 penalty on Armor Class (and a foe's combat maneuvers that use its CMB gain a +4 bonus).
• drops any held equipment.
• has usually been the victim of powerful or tactical blows, such as to the head.

Paralyzed means you are completely frozen in place, whereas stunned means it's like getting hit by a boxer's right cross to the chin — you're so close to being knocked out, you can't properly defend yourself — that you're basically just stumbling around.