I though the same too, but thinking back I realise I get punctured with high pressure skinny tyres, but less so with bigger tyres at lower pressure.
Most noticeably the Schwable Fat Frank tyres at 2.35 (60c), it's puncture protection is lacklustre when compared to says, a Marathon Plus, but it still held fine despite going through several derbis and broken glasses that could easily write off a skinny tyres.
Skinny tires need to be run at a higher pressure to avoid pinch flats. The combination of high pressure makes piercing punctures more likely, because the tube fabric is at a higher tension and (as said) the weight is concentrated in a smaller area. Wider tires can run at a lower pressure without increasing the risk of pinch flats and the risk of piercing punctures is lowered (less tension in the fabric of the tube, weight spread more widely).
Skinny tires need to be run at a higher pressure to avoid pinch flats. The combination of high pressure makes piercing punctures more likely, because the tube fabric is at a higher tension and (as said) the weight is concentrated in a smaller area. Wider tires can run at a lower pressure without increasing the risk of pinch flats and the risk of piercing punctures is lowered (less tension in the fabric of the tube, weight spread more widely).