They can... Mine were. I had one outbreak of velvet, on a heniochus butterfly, documented in this thread. He pulled through with no treatment, just food. No other fish was affected at all. If its as virulent a killer as we are all led to believe, I can't see it being luck that my other fish didn't get infested too.Its too bad we as humans can't be exposed to cancer and aids to help build our immunities ... QT is the way go.
As with ich, as long as a fish can survive an outbreak, immunity is gained to that strain. As long as they are exposed again in the next 6 months, immunity is maintained.