Because karate chopping a bee will end with you getting stung.
There is a slightly more accurate answer than that though, since here the bug types aren't as tiny. Unlike most other creatures which have endoskeletal frameworks (or just normal skeletons) Bugs have what they call an exoskeleton i.e a hard outer covering. It defends them against some rather powerful blows, like a how a cockroach just doesn't die no matter how much you squash it.
In a similar manner, their tough exoskeleton prevents Fighting type moves from causing serious damage, hence the resistance.
Hope I helped!