In all instances of "Doom", many people including marines have been zombified (in Doom3 drastically visualized by skull ghosts) or infected with a Lost Soul (granted, this one seems to prefer females).
For the leaders of Hell (or Betruger) it should be obvious: If this annoying guy with the gun cannot be taken out we should convert him. Why isn't he converted like the others ?
What is the in-game explanation (if there is one) that the hero resists infection ?
ADDENDUM: I think barbecue explained it well for Doom I/II and Tim B for Doom 3, the infection really changed. Would have given correct answer for both of them if possible, but because I referred to Doom in the title, I accepted barbecues answer.