In fact more closely related to spiders than to true crabs. Arthropods possess a semi-closed circulatory system. We mammals have literally thousands of miles of blood vessels that carry blood to our tissues through vast networks of capillaries. Bacteria entering our bodies through these capillaries are initially limited in the area they can infect, having to fight their way into the body through these narrow channels, all the while in contact with the white blood cells that are our first line of defense. The circulatory system of Limulus is far more open.
Large sinuses exist that allow blood direct contact with tissues.
There are many wide open spaces and bacteria entering a crack in the shell of a horseshoe crab have easy access to large internal areas of the crab, a potentially deadly scenario. Over the course of it's hundreds of millions of years of interacting with the bacterial swarms it coexists with, Limulus, like us, has developed exquisitely sensitive means for detecting the presence of bacteria through the LPS they shed into their environment. See the illustrations of Milne Edwards for a look at the eerily beautiful illustrations of the circulatory system of Limulus Limulus is cold-blooded. It can't raise it's body temperature to kill off an infection. Nor does it have the vast confusing network of blood vessels to contain an infection.