Scientifically, it would make a lot of sense if both saul and tanya were immune. Passing on immunities/physical advantages to your offspring is how adaptation works. If momma is immune, it stands to reason that her son would as well.

Also, look at how the zombies change: increased bone density, additional arteries on the heart, improved senses (particularly smell), greater stength, bulletproof skin? Doesnt sound like this is neurological. Whatever this infection is, it definitely has mutanagenic properties.

I think its still a bit too early to tell exactly what the zombie plague is.