Why do some people never seem to catch what is going around?

Several unglamorous reasons rather than one interesting one. Prior exposure to related strains gives partial immunity that varies a lot between people. Vaccination status matters. Behaviour matters more than people admit — commute type, crowding, ventilation at work, and how much close contact you have with young children. Genuine genetic differences in immune response exist but explain less than the environmental factors. Some people also get infected and stay asymptomatic, so 'never catches anything' sometimes means 'never notices'. Sleep, and managing conditions like diabetes, are the levers you actually control.