What he said is that "Your Shaingan is no match for me",but it wasn't stated or hinted that he's resistant to genjutsu or immune to it.That sentence was in regards to the movement tracking abilities of the wheel eye,a sit was later confirmed when C stated that he's synapsis when shrouded fire as fast as the late Minato and enables him to avoid eye contact or move faster than the eye can keep track of.We don't know if Genjutsu works on the Raikage's, as stated from when A was fighting Sasuke, A said that the Sharingan wouldn't work on him, so dunno, I'd say the Raikage's, since I'm a fanboy of them, if genjutsu does work, Itachi and Minato.