i believe the idea that kram is trying (and failing) to convey is that completing missions generally isn't a great use of resources. if a mission can be completed without effort or with just a bit of work on your part it's worth doing, but diverting a lot of resources just to do so is inefficient. you're better off focusing on areas to improve your account overall (dragon, campaign, and clan boss for you atm) and returning to clear the mission once you're stronger.
regarding the bommel fight you mentioned, immunity gear won't help. his bomb debuffs can't be blocked so immunity won't do anything (and its effect only lasts two turns so it's not super helpful for pve content anyway). a cleanser won't help either since his bomb debuffs also can't be removed. your only options are to resist the bombs or to heal faster than he can blow you up (or kill him really, really quickly, but you're a ways off from being able to that). that said, cursed city is really not something you should be worried about at the moment. don't waste resources trying to build a champion just to clear one of those stages.