The immune system has many branches, and you can effectively deplete one branch of the immune system while preserving the other branches to fight infection. For example with MS a very effective treatment is CD20+ B cell suppression, as rituximab does. For many people diagnosed with MS this has been effectively a "cure," in the sense that while they need to continually deplete their CD20+ B cells, their disease doesn't progress in any meaningful way, and their immune systems remain largely able to fight infection.
So we don't need to wholesale "turn down" the entire immune system for many autoimmune diseases. Rather, we need to surgically target specific parts of it and either suppress those parts or modify their behavior. Given the success we've seen with ritixumab and MS I'm more optimistic about our prospects for finding effective treatments for autoimmune conditions.