Damage Immunity is a keyword in Artifact.
All damage a unit with Damage Immunity receives is ignored, even Piercing Damage. Immune units are still valid targets for any normal ability or effect that they would otherwise be a valid target for, such as buffs like Empower, debuffs like Skywrath Mage's Concussive Shot, and even damage spells like No Accident (although it would still deal 0 damage to them). Damage-Immune units can still be killed through other means, such as Condemn or HP loss. Damage Immunity can be removed by Purge.