The immune system isn't one single thing, it can be selectively surpressed. For example DH has had a double lung transplant and is on immunosuppressants so his body doesn't reject the new organs, but other parts of his immune system work mostly fine. E.g. I catch colds WAY more often than him normally. It depends on the type of immunosupressant being taken I guess?

During the pregnancy I'd say that my immune system has generally been stronger than prepregnancy. I've come into contact with many, many people who have been sick this winter and the most I've felt is a bit tired for a day or so (and maybe not coincidentally craving vitamin c rich foods!).

It's an interesting area