Well I sound like a dick, I apologize for the way I responded as the internet can be misleading on how people describe things. Nevertheless I'm not saying anyone on my team was bad I was just curious as to why people don't build MR if they are getting decked by an AP champ.
There's also the problem that many of the MR items are highly situational at best. Runic Bulwark should be gotten by someone on your team though, if there's a problematic AP champ. You should have asked your Cho to build one while persuading Sona to stay with the team rather than telling her to stop feeding (which is what I assume happened). The combined auras of bulwark and Sona's W would give your team a big chunk of MR without forcing them to build an incredibly niche item they probably didn't need.
Ez could have bought a warmogs or GA. Lux could have done the same if she was actually getting caught by Yi (which shouldn't be happening). These are more general item choices that would protect them without relying on Banshee bubbles. The problem with Banshee is that it's easily popped by a number of things, so while on paper it counters an alpha strike from Yi, it's more likely to end up blocking a random Olaf axe thrown while swapping pokes.