One important thing to remember is that on an evolutionary time scale, the problems that arise from transfusion just started happening. There's been no time to select for them.
Instead, different blood types have different selective advantages that help maintain them, and incompatibility isn't sufficiently detrimental to offset those advantages.
But... a huge proportion of all human health problems can be considered immunological problems: overactive immunity (transplant rejections, inflammation disorders like Crohn's) or impaired immunity (inability to recognize cancers, acquired deficiencies from infection i.e. AIDS, etc.).