Instead of just removing the stupid differentiation between AX and normal damage they introduced more clunky even less convenient stuff.
Exactly this.
There's absolutely no bleeding way a "realistic" space sim should have magical aliens who are immune to all sorts of different weapon types except other magical ones.
Physics is physics. Lasers can be mitigated by reflection or absorption with heat dissipation. Physical impacts (ie, bullets) can be mitigated by armour. Explosions in space are pretty ineffective (most of the blast will simply dissipate into vacuum) so unless you first penetrate and then explode, you're just making pretty fireworks.
Ok so we also have magical shields, and they actually kinda work as you'd expect in a space-fantasy setting - strong against impacts, weak against lasers. While the physics of shields is dubious it makes sense within the context as shields would originally be designed to prevent damage from space debris and later extended for military use (assuming civilian space flight came before military space flight as appears to be happening right now).
Back on track, sure, the Thargoids could have advanced shields/armour which is better at mitigating our weapons but shortly after capturing some don't you think human tech would either incorporate that, rendering all of our weapons equally useless on similarly equipped human craft, or figuring out ways to circumvent it? Different weapons have different capabilities against different targets, it's merely a case of exploiting the weaknesses of the target.
Whatever magic the Guardian weaponry has to bypass the Thargoid magic, wouldn't that work -even better- against human targets rather than worse? Remember, we're in a space game which puts great stock into trying to be realistic (sure, some artistic license is necessary or we wouldn't have a game), so at the end, physics.
And where are our Thargoid-hybrid weapons/defences? Surely we have a fairly large pile of research material for that by now..