Mostly because they're acting as agents of the president's agenda, and as such, even if one were to prosecute them for their crimes, the president would just blanket-pardon them all and executive-order that they're immune to any legal enforcement against them, and the toadies in D.C. would roll over and allow it all to happen.
But none of that has to do with a president's own qualified immunity.
ICE isn't inheriting the president's qualified immunity; they have it because they're government employees. It doesn't matter if they're acting in the presidents interests or not and for state employees if they're acting in the governors interests or not.
Pardon is a very clearly enumerated power of the president so any usage of it is very clearly legal (although typically undesirable).
The problem with the presidential pardon is that it enables the president or his accomplices to carry out any amount of federal crimes. See Iran-Contra.
