I'm asking in regards to his grab/dash and how it has absolutely no protections in light of other guardians like Sobek who has total cc immunity when dashing, Bacchus and his displacement immunity when burping, Cabrakan and Kuzenbo having slow immunities, Ares having pop-up immunity when breathing fire, etc.

All are shut down by silence, cripples (in terms of movement based abilities), and whatever isn't defended by description, but why does Khepri have literally nothing in terms of a "protection" when he does pick up someone since it just leaves him completely open for everything to happen unlike most of the others?

No protection increase for the duration of the pull since he can still be hit by basics by the victim, no pop-up immunity so he can just get jumped on by someone with such a thing (Chaac, Nike, Bacchus, etc.), no knockback immunities so he can just get pushed off the victim and left with another cooldown, and he's still susceptible to cripples, roots, slows when he already moves back at a snail pace while in effect, stuns, and silences.

I get he has an ult that denies kills (but means literally nothing if Thanatos, Ao Kuang, or Achilles are in the game), but I don't think that and an extremely small shield aura means all that much if he gets shut down like a warrior when initiating beyond a root that lasts less time than most other guardians who have a mesmerize, root, or something that lasts longer and does the job better, usually with secondary effects.