Psycho Shift can also be used to take advantage of a negative status, but still, that's also an extremely rare case; one that almost everyone is knowledgeable of.
I believe Nintendo and Game Freak took the positive aspects of status effects into account when they created the Toxic Orb and Flame Orb.
The only Pokemon that come to mind that have a completely positive effect from a status are Shroomish and Breloom. Their Poison Heal lets them regain HP every turn, and at the same time, they are, as you said, protected from other undesirable status effects. Quick Feet is disabled when Paralyzed. Guts may prevent Burns from reducing Attack, but you still get damaged slightly every turn. Tangled Feet increases your Evasion, but it's useless if you end up hurting yourself anyway. (Not that Confusion or Infatuation apply here, but we're making a point.)
The point is, it's difficult to make a status condition a positive thing. With that said, I think it's okay to close this thread now.