My field of expertise is bacterial pathogenesis with a particular interest in pneumococcal pneumonia.
And it's true, immunology is ridiculously complex that no one person can ever hope to fully understand it. Immune cells are helpful or detrimental depending on the context, and sometimes even both. And we don't really fully know why. The problem is that pathogens and humans have been in an evolutionary arms race for billions of years, and unraveling all of that evolutionary technical debt is Fun™
To give an example, Toll-like receptors are one of the most important pathogen-detection mechanisms, and they were discovered just about 25 years ago and people only really figured out their importance about 20 years ago. There are researchers who have spent the majority of their careers before the discovery of one of the most crucial immune pathways.
We really don't know what's going on with immunology and to say otherwise is, as I've said, an outright lie. People seem to overestimate how much we know about the immune system, not knowing that we are still very much in the "baby phase" of immune research. The fact that we are able to do so much already is really kind of a testament to human ingenuity than anything
My personal experience is that people who claim to know completely about how the immune system works is more likely to be a science denier (or more likely, naive)