No, there's no immunity, but the paralysis is broken immediately when the target is dealt lethal damage, so you'd better coup de grace them before anything else. It's supposed to be just enough time to grab them and impale them without having to go after them.
I think you got confused by the name ^^ It's a cadaver collector in the sense that it collects cadavers, not in the sense that it's a cadaver that happens to be a collector. The monster's a Construct, not an Undead. That is good, in that it gains more HP, but on the other hand, it cannot take Undead Meldshaping, and doesn't have the constitution to meld a single soulmeld.
That's the point of the thread ^^ Don't hesitate to ask your DM to let you try one and tell me how it went!