Immune response only causes immunity when it's causes your body to respond to a SPECIFIC virus.
Immunity means your body fights a particular virus. A response can kill you done wrong
That is an oversimplified way of looking at what immunity is. It's more complicated than you realise. Your body is trained to eliminate harmful immune responses, even mRNA made ones.
While your body can get it wrong sometimes and cause an autoimmune response, if you believe in your bodies natural ability then you realise that your body stops bad immune responses.