Your immune system can and does fight the HIV virus, it does loses that fight because HIV attacks the immune system, can hide for years, and has a cell to cell infection vector.
The immune system is also limited to what it can do, and when viruses can spread cell to cell there isn't much it can do since there is little to no attack surface available for the immune system to work with in that case.
Antibody and therapeutic vaccines can be used as post exposure treatments and combined with other regiments to help slow down or even control the progress of HIV and AIDS in already afflicted patients.
A therapeutic vaccine with a regiment of reverse-transcriptase inhibitors and a treatment to control cell suicide upon infection can probably be developed for HIV and for other retroviruses, well excluding the antibodies it is what we already are doing today mostly.