What is wireless blocking immunity?
This is likely a statement of a measurement similar to blocking dynamic range, which is a measure of how far above the noise floor a strong signal falling outside a receiver's filters can be, without degrading performance for desired signals. 

However, this is a measurement that can vary widely for a given receiver, depending on how exactly it is defined/taken.   Halfway decent receivers will have great numbers for a signal which falls outside of all of the filters (and avoids any frequencies where the the design is susceptible to imaging, mixing with spurs, component limitations etc).  But the same receiver's ability to block a signal which gets through some filters - for example, passing through the analog filtering and being rejected only at a post-ADC digitial filter - will typically be notably lower.

Without knowing how the measurement is taken, you can't really interpret the given number.  

Similarly, as precise definitions of blocking dynamic range differ from source to source, I am specifically choosing not to endorse any of them with links.