Sovereign immunity is an Anglo concept, but almost every country on your list has some form of sovereign immunity. And sovereign immunity is a well-accepted principle of international law (to the extent that exists): http://ejil.oxfordjournals.org/content/21/4/853.full ("Foreign sovereign immunity belongs without doubt to the traditional domains of public international law.")
Sovereign immunity serves important purposes: 1) keeping courts from getting tangled up in political matters; 2) keeping the actions of individual officers from leading to claims against the public treasury.
Note that just because the sovereign is immune (the government itself) does not mean that individual officers of the government cannot be sued. That's why you see all these lawsuits styled Somebody v. Secretary of State.
If you read through the list, you'll notice that USA is the only one where the government has sovereign immunity. In all other cases it's only the monarch/president/pope personally who is immune. The article does agree that countries are immune from legal proceedings in another state.
The monarch or the crown is often a proxy for the government itself. Sovereign immunity in the U.S. arises from the fact that under English law, the Crown could not be sued in its own courts. Canada inherited the same concept, and so they have a statute that waives the immunity (the Crown Liability Act) for torts: http://laws-lois.justice.gc.ca/eng/acts/c-50/page-1.html#h-3. That's the same thing as the U.S. did with the FTCA.
My mistake about UK/etc. then, but my point still seems to stand; in most countries it's only the ruler personally that's immune. If Sweden does something that harms me, I can't demand that the king be punished, but I can demand compensation from Sweden (as long as the legal proceedings take place there).
I was alarmed that this concept (sovereign immunity) could even exist. I thought, at first, that only in monarchies this could be a thing.