Must be luck, gals take stun damage like everybody else. Harpoon guns have a pretty bad accuracy though, and enemies with 'em are usually safe targets to run up to and stun. Even if you get hit, the worst that will happen is you will be the one getting stunned..
Note that the gals have 20 armor without wearing armor, just from being so tough, whereas unarmored humans only have 5 armor. So a GO for example, will take 15 more damage from a hit than a gal would (this goes for any weapons, but obviously makes the most difference for low damage weapons, of which harpoon guns are one).