It seems the immune response of Wim Hof method occurs as a result of intentionally creating an adrenaline response in the body. Apparently other breathing techniques do this prior to Wim Hof (Tummo breathing). Andrew Huberman, a neuroscientist at Stanford talks about the science of this https://youtu.be/JPX8g8ibKFc?t=2161 (at that timestamp he talks specifically about adrenaline breathing)