No manual da versão em português não encontrei a parte que fala em criaturas com "Imunidade". Procurei o manual em inglês e o que diz é:

IMMUNITY A number of Creatures have a special ability called “Immunity.” These creatures—through their link to Quiddity, natural toughness, or simply by being too stubborn to submit—cannot be affected by any spell effects or Creature abilities that your opponents hurl against them. They are not, unfortunately, immune to damage during an attack. Only effects and abilities described on the Power Cards are blocked by Immunity. Of course, you can use your own effects and abilities on your own Immune Creatures, even if it might not be in the Creature’s best interest… 


Example: This Gnome Barbarian has Immunity if a burst is rolled. Even though he is only level 1, he is not affected by the Quake Dragon’s nasty breath: he is not destroyed before the attack, and can be chosen as a (short-lived) defender against the Quake Dragon’s attack value.


Ou seja, creio que criaturas com Imunidade não sejam afetadas por feitiços, nem habilidades de criaturas de oponentes que possam te prejudicar.