You're not understanding the timescale or the context of the immune system's evolution. Imagine a cluster of unicellular organisms forming a multicellular organ

You're not understanding the timescale or the context of the immune system's evolution. Imagine a cluster of unicellular organisms forming a multicellular organism for the first time. A multicellular organism stands a much better chance of survival than a single cell. Imagine a mutation that resulted in a cell surface protein that indicated cells were "friendly" and maybe even allowed them to glom together. Later on, a billion or so years later after the system of cell surface proteins have grown in complexity, imagine a multicellular organism like a sponge, where the ocean flows freely through the inner compartment, helped along by simple differentiated cells containing primitive cilia/flagella. Some of the cells that line the wall of the inner compartment become proto-macrophages, capable of "eating" foreign objects that flow through. The context here is that the immune system has deep ties with the digestive system evolutionarily. So, a ton of the functionality of the immune system has an overlap with the digestive system... "self vs not self" goes way back.