I think it’s not that the adults are immune to worms, it’s that they have the capacity to carry a small to moderate parasite load without severe health effects, which is not the case for tiny babies. Economics of farming says treat the babies but leave the adults be.

(Also it really depends on which worms you’re talking about, because they each have different life cycles, but in some there is no way to truly eliminate them. I’m a vet tech but haven’t worked with sheep since undergrad so would need to brush up on them, but in adult dogs for example, common roundworms migrate out of the intestines and encyst themselves in a dormant state, then can be activated later by certain triggers, including pregnancy. I’ve been taught that 99% of puppies have roundworms, even if the mother had a negative fecal test. So we routinely aggressively deworm all puppies, and then treat adults on an as-needed case-by-case basis. https://www.merckmanuals.com/home/multimedia/image/life-cycle-of-the-toxocara-roundworm )