Thief's immunities are interesting. They're based on the way each ability is coded.
For example, wolf has an ability that forces all enemies to attack one ally. But the way this is implemented is that every ally but one gets an "untargetable" buff. Since Thief steals all buffs, she can become untargetable too. Or at least, this was the case for a while -- I think it was fixed a few months ago. But it explains how thief often behaves in unexpected ways.
One of the most annoying bugs to me is when Revenant is stunned, and becomes untargetable for 5-10 seconds. This happens all the time in Expedition. Sometimes, this allows him to get one huge attack in before he dies, which can kill an entire team.