I understand why effective poverty reduction is a focus area, but why effective health improvement more generally.

Because health interventions tend to do a lot for poverty as well. Healthy people can work much better than poor people. Having children in which society invested resources die to malaria is bad for the economy. It also leads to woman getting more children to make sure that some survive.

For instance, Expanding immunisation coverage for children is Givewell's number 1 priority proven health interventions . However, none of the recommended charities are remotely immunisation programs. Why is that?

Likely because GiveWell thinks that existing institutions already spent enough money on that task or because GiveWell isn't aware of charities with room for funding in that area that it recommends. GiveWell only recommends charities that are transparent enough to have open data about their effectiveness.