How can you delete what was never there?
No fish has ever been identified as having the immune genes that ancient Coral and modern Man share.
You're quite safe there. We do not have, and almost certainly never will have, DNA from fish that are actually ancestral to humans. I'm sure you are clever enough to know the difference between cousins and ancestors.
You couldn’t even list these shared genes.
It may be of interest to you to know that coral, fish, and humans share other genes related to the immune system.
In the process of evolution it is fairly common for a species to ditch a trait that was present originally. For instance, snakes and legless lizards have independently lost their legs. Cave-dwelling species often lose genes related to sight. An article that came out recently showed that early fish have a pattern of Hox gene expression in the fins that is the same as the pattern of expression in tetrapod’s forelimbs, yet the later bony fish (the ones whose genes you speak of) have lost this gene expression pattern.
This is another example of secondary loss of a trait.