Because that immune system(if one wants to call it so) is within the eyeball,not on the outside. Lacrimal immune response is something else again.

Overall: It's called Immune privilege and is present in the central nervous system, the uterus and the testicles as well.

It's nowhere near as extreme as the comment OP posted thinks it is - if you think about it closely it doesn't make sense. The interior of the eye is highly vascularized and of course "regular" immun system parts go through that.

In reality it's more like"the eye" has an "extra Immunsystem" that helps it keep its special structures functional. Both alone as well as with the help of the body's main system.