Because it is triggered by doing something to the enemy, the game registers it as that enemy is inflicting damage immunity on you. So it doesn't count as one of your toons activating the buff.
The same goes for doubt when it cleanses off an enemy when using Malgus. That enemy then inflicts it on other enemies, so you don't get a count on that either.
This has always been a problem with the "inflict x debuff" feats. It also being a problem for "gain x buff" is a new way of it occurring, I think. Maybe they will fix it, but I wouldn't plan your conquest feats around them changing it.
Replies
The same goes for doubt when it cleanses off an enemy when using Malgus. That enemy then inflicts it on other enemies, so you don't get a count on that either.
This has always been a problem with the "inflict x debuff" feats. It also being a problem for "gain x buff" is a new way of it occurring, I think. Maybe they will fix it, but I wouldn't plan your conquest feats around them changing it.