For all you know his body is mostly made up of hydrogen gas sacks.

At least using Earth's atmosphere and gravity numbers, his body isn't big enough even if 100% of the volume was hydrogen and all his skin and bones were paper thin, that still wouldn't be enough lift. He wears a leather harness and small satchel among other things.

Also I can't remember a specific scene but I'm sure he picks up objects at some point, at which he's have to provide lift from not only his body but the weight of the item being carried.

It’s space fantasy, not hard science fiction.

I know, I'm not upset or anything. OPs question asking about any "force immune" species is a question testing the limits of the fantasy universe. I'm doing the same here for fun discussion.