This is because they were once upon a time basically impossible to kill if you built them straight tank. You use to get to do builds that had little MR opting for stacking health instead. The result was a boarder line unkillable death machine that would walk through your team, eat all of your ults and then just kill carries anyways.
Edit:
To be more specific, the way Shen's and Singed abilities work is the reason why. If Shen stacks endless health he gets large damage off of his passive and large health return on his Q.
Singed is just generally unkillable with his ult and passive, giving him MR would just make him ridiculous.
Season 1 stacking Sunfire Capes anyone?
Instead of nerfing several items to bring a few champs in line, Riot took away or did not give some tanks scaling MR. Trust me, this is a good thing.
Regards,
Basic.