The physical geometries of the electronics does help, but if you connect it to anything conductive (power supply cord) you negate the advantage of a smaller geometry.
The other thing is that as microprocessors evolve, they also have reduced geometry in the semiconductor substrate. This reduced geometry between semiconductor junctions requires less energy to arc across the gap (meaning the EMP has to couple less energy into a processor to disrupt, damage, or destroy it.
But at a higher frequency? Smaller wavelength?
Also, the other side — skin effect which can increase the current density?
My experience with higher frequencies is that they tend to not propagate well through an enclosure or system. So by the time the energy hits the circuit in question, it is greatly attenuated. Then again, I could be wrong.
On the other hand, engineers are not designing for susceptibility at higher frequencies. Only enough to pass the regulatory requirements (with some margin). But as a general rule, good “RF design” will offer some immunity.