Seriously though, immune systems are a liability.
I mean, there you are one day, happily minding your own business, producing specific antibodies against some novel strain of a pathogen you happen to brush into, when BAM! Suddenly you're up to your eyeballs in ANAs, your kidneys shut down and you're so full of steroids that you can't even see your striae over your buffalo hump.
I betcha living in a skintight hazmat suit doesn't seem like such a bad thing then, huh? It even accenuates your womanly physique.