From the nwn wikia:
"The mind-affecting effects are charmed, confused, dazed, dominated, frightened, paralyzed, sleep, and stunned. Any attempt to apply one of these effects to a creature with immunity to mind-affecting spells will fail."
There is a separation of cause and effect. Saving throws apply to the cause, not the effect, and immunity applies to the effect, and the cause only if it has the "mind-affecting" descriptor.