You think it's bad? Immunity to Paralysis makes him maintain his speed. And against Electric Types if you have a water or flying type up you can easily switch out into Sceptile.
Mega Sceptile is NOT immune to paralysis. He's immune to the Electric moves that cause it. He can still be hit by Body Slam, Bounce, Dragon Breath, Fling, Force Palm, Freeze Shock, Glare, Lick, Secret Power (which can become Body Slam), and Tri Attack. Notable on this list is Glare, which is a 100% accurate status paralysis move.