Primal Roar is supposed to pierce spell immunity. This is the current behavior:

1. Targeting spell immune unit: works
2. Stunning spell immune target: works
3. Damaging spell immune target: works (reduced to 0 by the 100% magic resistance, so Blade Mail on the primary target still reflects the damage)
4. Shoving aside spell immune secondary targets: works
5. Disabling secondary targets while shoving: works
6. Slowing secondary spell immune targets: does not work
7. Damaging spell immune secondary targets: does not work (no damage applied at all, so Blade Mail on a secondary target does not reflect damage)

So it almost fully pierces. The slow and the secondary do not pierce. They should both pierce as well.