This is very true, and genotyping just the HLA/KIR loci won't tell you much about all the other genes that are important for health. However, the HLA typing is at least a start (and a free byproduct of signing up to donate stem cells) to introduce you to the rabbit hole of personal genomics! :)
This is also slightly different to the (linkage-disequilibrium-based) SNP arraying done by other genotyping places, since the HLA locus is fairly widely researched in its associations with infection and (auto)immunity!