Is there anyway to destroy immunity cards?

[Cmdr Wispa]

If not, is Thief the only way to remove it off the board?

[Yama]

Geralt Igni, Scorch, Curse of corruption, undirected damage ( like row wide effects for example ), you can purify that effect with boiling oil, ther's is more cards but frankly I don't remember them all . Just few examples.

[Poindexter]

Purify can remove immunity but targettable purifies can't since you can't target the immune card. After breaking the immunity it is your target now. Another way is using Scorch, Igni, or any card who destroys random enemy unit.

[Pass Plays]

Also back to back Rot tossers will do the trick.