Because he isn't shock immune."Each Incinerate, Coldnsap, or Shock Debuff on Silver Surfer deals 100% reduced damage"He takes 100% less damage from shock debuffs.From your screenshot, that is a passive shock and not a debuff. Therefore Silver Surfer ability won't interact with it.Additionally, if the shock potency is increased beyond 100%, then he will take some damage from it, since he only takes 100% less damage and isn't fully immune
He's not immune to shock. He takes -100% damage from Shock Debuffs. That is a Shock Passive.