I am not aware of any studies that show any effect on the immune system by sex hormones, such as Estradiol or Testosterone.
However, the sex hormones are chemically similar to anti-inflamatory steroids. There are numerous anti-inflamatory steroids and since inflamation is part of the immune system, there may be some influence, but nothing is clinically noted concerning the sex hormones.
I am aware that the more potent flourinated anti-inflamatory steroids can effect skeletal growth in children, but this is not exactly what you asked. So the answer is no, nothing is noted.