Al isn't meant to have native immunity to psychics. Unsettle them, absolutely, but he's not a blank spot.
Mew: Meh, I have seen worse.
Alchemist: Now I am afraid to ask.
Mew: I am the second oldest Pokemon and unlike my dearbeat dad I don't expend almost all my time sleeping, despite being a cat. To put it in terms you would understand, remember how budgy the Gen 1 Pokemon games were?
Alchemist: Yes.
Mew: Now imagine an entire multiverse that's like that.... and you are in charge of basically everything, cause the Creator God is taking a very long nap.
Alchemist: How is Arceus still alive?
Mew: Look, my dad main problems are that he is literally too powerful to exist in any universe, and that the more power he uses the more he sleeps. So while I am angry about it, creating a Pokemon to finish his work was literally the best he could do. Him entering any Universe in person would be like the entire world was made of frail crystal and you were a Silver Age Superman who lost control of his powers.
Alchemist: So really bad then?
Mew: All The Elder Gods having a picnic in in this branch of the multiverse wouldn't cause as much damage as dad could.
Alchemist: By the way can you pretty please send me home?
Mew: I don't want this reality to crash and having to debug it for centuries, so no, I won't send you back home.
Alchemist: Fine, could you at least help me?
Mew: I put a giant beacon that basically says 'Alchemist is here' so that your family can rescue you.
Alchemist: How is that different from you just sending me home?
Mew: Daddy is scared of Terra-chan.