To an extent, time changes go in waves. So stuff in the present/past takes a while to affect Bart because he was born in the future. On the other hand if something changes in the future and works its way back (like in Zero Hour) Bart would be one of the first to be affected.
It did; Bart appeared pre-Zero Hour when his origin is post Zero Hour. Of all the alterations, that's the one that pretty much established him as immune!
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