He might be immune to the corruption caused by black magic, but that doesn't mean he's immune to the direct effects of changing who he is and how he thinks. He's choosing to be that way, choosing to use his magic in that way. Just like everything else, you can't protect from yourself.
One thing I think we're overlooking though is black magic as a drug, something that weakens your willpower to resist possession. This is also possibly why Justine has been apparently completely overpowered, she was addicted to Thomas.
To use griff's analogy above, Harry gets a hole from it still, but outsiders can't move into that space because of his starborn protection. Perhaps why so many things and factions have sought to shape him of recruit him. His own actions still shape him, and they could still shape him into something they could use.