The reason why Sandstorm doesn't have Super Effective or Not Very Effective hits is simply because it isn't am attacking move.
It is very important to make a line between a few types of: Attacking moves (Flamethrower/Psychic/Dragon Rage/Seismic Toss), Support moves (Swords Dance/Heal Bell/Wish), Weaking move (Leer/Thunder Wave/Will-o-Wisp) and Steady Damage moves (Sandstorm/Hail/Leech Seed/but again Will-o-Wisp).
Damaging moves are easy. They are just attacks with a move Power and most of them have Super Effective and Not Very Effective hits. The exeptions to this are the set damage moves like Seismic Toss and Dragon Rage.
Supporting moves are moves that help yourself. This can be done by upping a stat, but also by removing a stat condition or by healing HP. Rain Dance and Sunny Day could also fall in this catagory.
Weakening moves do the except opposite of Supporting moves, but to the opponent. This could reduce the stat of the opponent or giving it a stat problem that does something else then giving damage, like Paralyzing. Burning the opponent also is in this catagory because it doesn't only give damage but it also halves the attack of the opponent.
Steady Damage moves are moves that don't just do lots of damage for one turn, but gives small amounts of damage spread across a large amount of turns. Poison and burn are examples of this, but Leech Seed, Sandstorm and the side effects of attacks like Wrap are also in this catagory. A good measure for this is that any attack in this catagory surpasses Wonder Guard. Because these aren't real attacking moves, they don't have Super Effective or Critical hits.
It's obvious that Sandstorm is in the fourth catagory, the Steady Damage catagory. That's why it can't have Super Effective hits.
But like SHUCKLE MAN said, it's weirder that Doom Desire and Future Sight don't have Super Effective hits.