Having a resilience to magic would explain part of their popularity as guardians.
After all, something that is smarter than most humans, has cat like reflexes and strength as well as above human strength would make an excellent guardian anyway.
Magical Resilience would make them very attractive guardian for magicians who want to keep other magicians away.
After all, without magic, a magician is just a guy with a stick. A Sphinx is still a Sphinx.
“She'd become a governess. It was one of the few jobs a known lady could do. And she'd taken to it well. She'd sworn that if she did indeed ever find herself dancing on rooftops with chimney sweeps she'd beat herself to death with her own umbrella.”
― Hogfather