That seems to be intended.
Defender not immune to stuns, he have ability that cuts ranged damage by certain number, just like Kaiju's legendary.
Medusa's white is magic ranged attack, which is really weak.
Medusa turns to stone if she deals damage, both Last defender and Kaiju have abilities that cuts ranged damage in some number, not in %, those numbers are higher than medusa's white.
So medusa stone ray is being neglected as attack -> no stun incoming.
I wonder if Forgotten's dragon magic shield also will counter medusa ray or is it work only on those two