Perhaps I wasn't clear. The immune response inflicts damage that the body must repair. It's not free.
When you hear about chronic inflammation, that's not a healthy state.
We evolved an immune system because the alternative is vastly inferior. Immunocompromised individuals have a much harder time surviving (pathogens, cancers, etc.), especially without the aid of modern medicine. SCID is a disease where you can see the full ramifications.
What I'm saying is that the immune response itself is like fighting a war. Sometimes a war leaves scars that last. Over the course of a lifetime, these add up.