Hmm. It's true that it wouldn't be weak to anything, unless someone decided to foresight you, which is rather impractical.
Though the Sableye wouldn't have any weaknesses, his base defense is only 75 and his base special defense is a mere 65. Its base HP is only 50. If you doubled its Def and SpDef, it would be a tank, yes, but it wouldn't be unstoppable, I don't think. The low base HP ruins lots of fun. Also, you could get Night-shaded to death, which would be sad.
Super-effective attacks only do double damage, so you could use a different Pokemon instead with few weaknesses, and double or better defenses. For instance, maybe a tankish normal type would do better. Maybe Miltank or something - it would only be weak to fighting, and its defense and HP are superior by a lot (SpDef by 5).
I just think that the lack of weaknesses doesn't make a huge difference, since some Pokemon have defenses that are about double, which could negate a super-effective attack :O