He's not a being of magic like Diana or Shazam. He really has never shown any natural proclivity towards magic like Zatanna and other magic users in the DCU ( Homo Magi I believe its called). It makes no sense for him to be invulnerable to magic. Would taking away his weakness to magic make his stories better(not really)? If the only weakness Superman had was kryptonite it would be lame and stories would get real redundant really fast. Superman is hard enough to write convincing challenges for as is. There is no need for him to be invulnerable to magic. Plus it makes no sense for him to be given his power set and the source of his powers.