Why are haploid cancer cells not killed by immune system?
Now that I did some research on this, it seems to be a very rare condition of acute lymphoblastic leukemia (ALL), see this article:"Chromosomes and causation of human cancer and leukemia. XLVII. severe hypodiploidy and chromosome conglomerations in ALL.".
This article ("Origin of near-haploidy in malignant hematopoietic cells.") hypothesizes that this might happen through gradual chromosome loss during cancer formation and that in the end one clone with a lower than normal number of chromosomes. 

This seems connected to a much worse outcome of the cancer than for hyperdiploidies (more chromosomes than normal). See the "Atlas of Genetics and Cytogenetics in Oncology and Haematology".
They also define why haploid (or near haploid means: Less than thirty chromosomes, down to 23 have been observed). This is not the normal haploidy found in germ cells. Se also "Isolation and Characterization of a Near-Haploid Human Cell Line".

Since these chromosomal changes occur inside the nucleus I think this is mostly invisible to the immune system - so there is probably no difference how these cells escape the immune system compared to other cancer cells. I think its possible that due to the chromosomal loss some proteins which control apoptosis are lost, so the cells escape this fate as well.
Regarding the immune question, you can either start with the following articles or simply go over to Pubmed and choose some articles. In this field there is a lot of research going on.


Does the immune system see tumor as foreign or self?
The tumor microenvironment and its role in promoting tumor growth
Tumor Evasion from T Cell Surveillance


If there are access problems, let me know.