Well, when you pass a variable around, it doesn't and cannot change. This means that different threads can't get in eachothers' way anymore, for instance, but also that you can't make a big chunk of mistakes at all.

They also have serious disadvantages : they can't be memory managed in the traditional way (since they tend to reuse other instances' memory in complex ways), and thus require a GC (refcounting can work, but ...). They are VERY allocation intensive, and they are worse than most non-persistent data structures. Assuming an O(1) allocator they can match non-persistent data structures in O-ness (ie. when making an invalid assumption that is quite popular in academia. In practice memory allocation is O(1) for small values, then O(n^2) once you get close to the system's memory capacity (scanning for holes in a long list) but don't go over it, and then O(oh fuck it let's just reboot this bloody BOAT ANCHOR) when crossing that line).

Clojure is famous for having good persistent data structures. Rich Hickey went touring academia touting the benefits of immutable/persistent/functional data structures : https://www.youtube.com/watch?v=dGVqrGmwOAw&feature=youtu.be...

There's also a famous book: https://www.amazon.com/Purely-Functional-Structures-Chris-Ok...