Not sure if it was mistakenly added to the subrace or an oversight in documenting but this immunity is not listed in either of the two places the subrace qualities are listed.
Neither here (//%22http://www.efupw.com/forums/showthread.php?88916-New-Content&p=400543&viewfull=1#post400543%22) or here (//%22http://www.efupw.com/forums/showthread.php?98485-EFU-Subraces%22).
If a creature is immune to critical hits it is also immune to sneak attacks.