I read that proteins that have been highly conserved are non-immunogenic.
Why is it so ? What is the special thing that makes it non immunogenic(antibodies against them are hard to make) ?
Immunogenicity has nothing to do with how conserved a protein is. As nico already pointed out, it is a mechanism to prevent autoimmunity. But this is only valid for proteins which are similar to human proteins.
If you design a vaccine, you try to choose proteins as vaccine candidates, which are as conserved as possible. This makes the vaccine more universal (since conserved proteins are shared between different strains of a bacterium or a virus) and also prevents it from getting ineffective when the target protein mutates. An example would be the flu virus where you need to predict the strains which will be in circulation to formulate a vaccine. If it would be possible to find a conserved protein, which is shared between all viruses (and of course has no similarities to human proteins) than you would have a universal flu vaccine.
Antibodies can (and are) be designed artificially, this is for example done for capsulated bacteria like Menningococcus B, where so far no vaccine was available. These vaccines are either relatively short peptides or single proteins from the from the pathogen. The proteins for the vaccine are then usually made in a biotechnological way, purified and can be used as a vaccine. This approach is called reverse vaccinology.
If a protein is highly conserved between species it means that its epitopes will be recognised as self by most species, hence the organism will avoid producing antibodies against them to prevent autoimmunity.
You may want to read about central tolerance to see how T cells and B cells are rendered non-reactive to self.