Why do 3 of the Protoss units look the same?

Well, the Protoss are a tribal warrior type of race so I don't think females will have much of a combat role in their society simply because it is that type of caste system. This is merely an educated guess though because most real tribal societies are like that where the males do the fighting and the females do the cooking, pottery making, basket weaving, etc. I mean you got to remember not the entire race or even all the castes are represented actually in game its basically just the military portion.

I find it amusing and interesting how the Protoss have such advanced technology and knowledge and still use such a primitive type of tribal society with hierarchy and castes. Although the actual "level" of tribal society is controversial because some believe it could be actually a more advanced system than states and nations while others think it a very primitive stage.

Personally, I like the desgins of the protoss units except for the duel scythe dark templar because a heavy armor wearing large weapon wielding stealth assassin type of unit wouldn't be practial. I mean the only similarity I see between the immortal and the stalker and that they are both quadped mechinal walkers with ranged weapons. That would be like saying the Thor and Viking look the same because they are bi-ped walkers.