I thought about this also. While it would make him relatively resistant to bloodbending, it make him EXTREMELY vulnerable to metalbending, yes? If that were true then bloodbending would be the lesser of two evils since it's far less frequent. So i don't think that's quite the answer ><
Maybe we're thinking too hard about it. Is it possible he's just been trained to fight against a bloodbender beforehand and learned to endure it? It seemed like he was having no problem until he walked in front of the window and slowed his pace a bit.
With that in mind, could it possibly be that Amon had some old ties with Yakone? Maybe while growing up, Amon was forced for some deeper reason to work under Yakone and his underground gang unit. Then possibly Amon did something to Yakone that ended up with Amon's parents being murdered. I don't know, just a thought.