There may be a few reasons. First, as another commenter has noted many cancers manifest late in life, after typical reproductive age. This is decent evidence that our immune system is in fact quite effective at killing cancer already. A rough estimate is that a human body experiences 10^16 cell divisions in a lifetime. Each division is a mutation and therefore cancer opportunity; not to mention the constant barrage of DNA damaging chemicals, radiation, and viruses. The numbers for precancerous mutations repaired (or cells destroyed) over a lifetime would be totally staggering.
The flipside of this is that a death from cancer after having kids doesn't reduce the prevalence of your genes in future generations by too much. You already have progeny after all. Humans are social animals and so there's maybe some benefit to having grandma or grandpa around. All that to say that (from an evolutionary perspective) there's not a huge, obvious benefit to having a super good immune system later in life.
There's also probably a balance between having an aggressive immune system and auto-immune disease. An over-eager immune system could attack normal cells as well as cancer cells.