A name resists nicknames when it is already short, already complete, or phonetically difficult to shorten. Eve, Kai and June all fit. So do many one-syllable nature picks. What they share is a quality of being already fully said.
Why parents choose them
Some parents spent their own childhood being called a nickname they did not choose. A name without an obvious short form means the child is called what their parents named them. It is a small but genuine form of protection.
Nicknames still happen
No name is entirely nickname-proof. Grace can become Gracie, Kai can become Kai-kai. The difference is that these diminutives feel like affectionate additions rather than replacements. The full name stays primary.