Is there any reason that I've missed that would indicate why Hawkeye become immune to mind control effects?
He isn't immune as far as has been stated, he simply stopped her before she could do it. Compare this scene:
With the one before it:
Clint stops her before she can do that voodoo that she do. No hand waving, no magic red glowiness, hence no Mind Control took effect.
Notice earlier in the film, Maria Hill gives Cap a dossier on the Twins, including their power set. This would undoubtedly be shared with the team before heading into an encounter, a mission briefing. Just like they do with (soon to be) Klaw (Ulysses Klause). Standard operating procedure.
And then, as seen in the second clip above, Thor immediately lets the team over their radio/comm that Wanda ""tried"" to mess with his mind.
Further more, Clint's position at the top and end of the ship interior gave him a (pardon the pun) bird's eye view of the entire playing field. It's possible he saw the Thor being whammied, and Cap being knocked out and brain warped. The spot also had the benefit of only being accessible from one direction (short of flying). It was a carefully picked vantage point.
Clint was simply prepared for the possibility. Given that he is a high level spy/soldier/assassin for SHIELD, he has the skills necessary to prevent himself from being caught off guard from behind. Wanda on the other hand, did not have a history as a spy and does not have the skills to sneak around completely without notice.
Of course, it doesn't explain how she snuck up on Black Widow, who was not shown to be injured/knocked out like Cap, and she certainly isn't as Brawn over Brain like Thor. Bad writing.