"I'm never invited to parties." = people don't invite me to parties "I've never been invited to parties." = at this point in time you haven't been invited to a party yet.

The statements are not the same. "I am never.." indicates present tense, continuing action, but does not entirely preclude the possibility the speaker has been invited on some occasion in the past. "I have never been.." is a definite statement that it has not happened in the past up to the present.