Immune systems do not kill everything. They have to learn how to kill some things, which is why vaccines work. I know they have been trying to develop a cancer vaccine.
I am assuming that even a “healthy”, fully functioning immune system might not be able to fight all cancers. After all, cancer cells originate in the host body itself.
I never meant to imply that the immune system was 100% effective. Indeed, the evidence which shows the immune weakens with age confirms that it is totally effective.