If we want to give CAP9 the ability to scare off users of secondary moves, that's what stats and movepool are for. How is a typing without status immunities going to make people think twice about using status moves on a predicted switch-in? A pokemon hit by status is crippled, maybe even incapacitated.
What I mean to say is that simply focusing on making a Pokemon immune to this or that isn't the best use of the typing, as you will only pick up a maximum of like two or three immunities like that. Granted, that definitely is better than nothing, but why even bother going that route at all with the typing when abilities handle it so much better, and allow us to give it however many immunities we want? Considering this, it seems a waste to pick a typing just for two or three immunities, which can just be gotten later on.
The best way to actually make use of the typing is naturally to make the most of it. IMO, the best of way of doing so is to make it to make it combine with its stats and movepool to deter common users of secondary effects from coming in, and to get rid of them if they do come in. If you just focus on trying to deal with them through immunities, then Azelf will just Fire Blast you, Rotom Overheat, Dusknoir EQ, etc, and thus there's more to it than that. You want to make sure that you can actually deal with these guys, and scare them off or just get rid of them.
That's what typing is best for; using it for the STAB bonus on attacks that will be able to deal them. Without doing something like giving it an absolutely massive attack stat, or using the ability on increasing its stats instead of its number of immunities, that can't really be made up for. Sure, it can still use the moves, but without that STAB bonus, they'll hardly be quite as fearful, and thus won't work as well as deterrents as they could. Thus, the
most efficient use of the typing is to use it to deal with and threaten the users of secondary-effect moves, whereas the abilities are left for making it immune to their moves.
Try to make both ability and typing focus around immunities, and it will become more difficult to actually threaten them, and they'll have a greater tendency to stick around, get rid of CAP9, and then continue throwing around secondary-effects. Try to make typing focus around immunities and the ability offensive, and it will fail, as typing alone can offer too few immunities to be useful, as each type typically offers about one. Try to make both typing and ability offensive, and it won't work so well, as it will very vulnerable to the secondary effects it's trying to stuff.
Thus, we're left with making the typing offensive and the ability defensive, which is the best combination, IMO. Due to the STAB bonus, a Pokemon will be able to threaten them from coming in, and deal with them if they do. With the correct typing choice, the inverse will also hopefully be true, and the status-user won't be able to threaten CAP9 with it's actual attacks too much. The ability protects it from any status that can be thrown out, and all this combines to a Pokemon that can pretty effectively deal with them.
Other combinations do work too, but for the reasons I've mentioned, I feel this to be the most efficient way of accomplishing the concept. Due to this, I really would prefer a typing like Dark, which does so pretty well, for the reasons I and others have already mentioned.
Edit: In other words, my main problem with focusing on status-immunities through typing is that it seems quite likely that the ability will go down that route anyway, since that's what it's best at and it would greatly help along the concept. Thus, why double-up and cover status-immunities through both typing and ability? That seems illogical to me. Leave being immune to status for the aspect of Pokemon that's better at covering that, the ability. Thus, we open up the typing for other uses, namely, scaring away and actually dealing offensively with the users of the status moves. That seems the most efficient route to go for accomplishing this concept to me.
