For her E, it's a dash. As such it acts like all other dashes in the game and leaves her targetable. If you are referring to how she can be targeted when burrowed with W, do you not realize how broken a champion being able to become untargetable on command, forever, would be?
For her R, probably because most other channeled ults are a lot more central. Karthus and Fiddlesticks both are based around their ultimates; Rek'Sai is a lot less reliant on hers. Her ultimate is a large dash with a very low cooldown; it ending by any damage insures she can't also use it as an easy escape all the time.
