In order to meaningfully interfere with a fiber optic signal, the interfering waves would have to have close to the same frequency as the signal itself. This means that "electromagnetic interference" for fiber optics takes the form of light shined on the fiber optic cable. If a fiber optic cable is covered with an optically opaque substance (which they almost always are), then no light can get in, and hence no interference can happen.
In contrast, traditional electronic communications happen at far lower frequencies (typically in the radio/microwave band), and are thus far harder to shield. In order to properly shield a normal wire from this kind of interference, you would have to cover the wire with an insulating material with a thickness of a few times the wavelength of the interference*. For radio waves, this wavelength is in the range of cm to m, so you would need insulation several meters thick to protect the wire. This is usually impractical at best.
*This is also true for light waves; however, their wavelengths are in the hundreds of nm, so virtually any macroscopic coating on the cable would suffice.