They're weak to electricity in that its the only reasonable thing that can kill them. You'll recall that they shielded Bane from "millions" of volts when five of the eight Umbaran assassins hit him with the Force-pikes simultaneously at full power, when it was said that even one could bring down a bantha.
And Enyalus is right - most of the orbalisks survived Bane's lightning. The rest had to be removed through a complicated process one-by-one, by being shocked through a needle inserted into a single "soft" point.