I think it's just that they are getting along well with a simple immune system because that's all they need. Sea urchins don't have lungs well because they don't, not that they "need" them or they will ever develop them.
In our body, the immune system selects B cells in each individual's body to create an adaptive immune response. But if a disease killed 95% of oysters, they'd swiftly repopulate. It's like bacteria - they don't have an immune system but they have constant selection of the population.