Immunity starts when applying a penalty hurts G in that it makes the search results incomplete for searchers.
They could comfortably deindex BMW, because very few people buy BMW's online - it's such a large ticket purchase, that people like to go to the showroom, test-drive the car, inhale the smell of leather and all the rest of it. If they do searches for BMW they are more likely looking for review pages, which are supplied by other sites.
Whereas people do actually buy stuff from JC Penney and Overstock, and removing them from the index would leave searchers thinking "Google is broken" and going to Bing.
So if you get to the point where your site delivers such value that G suffers if you are removed, you are immune. And the only sites that qualify are a) brands and b) sites supplying technical and obscure info that no one else has thought to copy (probably because they can't monetise it). Everyone else can be removed from the index without a second thought.