Our immune systems are suppressed in the baby's interest, so we don't "attack" the fetus. Also, so much of immune response and antibody production depends on making a bunch of things really fast (various WBC's and macrophages and so on), and your body is already so busy with cell multiplication...my understanding is that it can be sort of a drain on resources, and that's why infections are harder to fight off.
What you are asking, missbliss, is a good question. I have also not gotten sick much. I don't know why! Part of it is that i've been much more careful than i otherwise would have been.