I'm not trying to split hairs, but "having immunity" to something is different than "having a healthy immune system". Immunity means you (or in this case a fish) never contract a certain illness; having a good immune system means that once you contract the illness, you easily fight it off, sometimes to the point of not even becoming infectious to others.
That's what Paul B's (and others') philosophy relies on... fish that have strong immune systems (not fish that are actually immune to ich, etc).
I'm not saying that depending on a fish's immune system is the right way to go, but fish don't just magically become immune to most diseases...
No doubt, quarantining is a good way to reduce the risk of a pathogen entering the tank, but it's not foolproof.