Rules are rules, and are built to be logical with themselves and the game, not necessarily reality.
Paladin is immune to fear effect. In the rule p563, effects of Fear is described as 3 conditions, so Shaken, Frightened, Panicked.
It means that Paladin is immune to these 3 conditions.Paladin is immune to Disease. In the rule p55-557, disease is described like an affliction which make damage ability and/or give some conditions.
Nowhere it is written that effect of disease is conditions sickened or nauseated.
So immunity to disease give only immunity to this special affliction and NOT immunity to condition sickened or nauseated (or an another...).
AM I CORRECT?
Correct, but if the condition is gained through a disease you never get the condition since you are immune to the carrier(the disease), but if there is another way to get the condition you are fair game.
As an example if the disease causes ability damage you don't get the ability damage due to you being immune to diseases, but that does not protect you from ability damage gained through poisons.